Variational inequalities for the Ornstein--Uhlenbeck semigroup: the higher--dimensional case

We study the $\varrho$-th order variation seminorm of a general Ornstein–Uhlenbeck semigroup ${\left({\mathcal{H}}_t\right)}_{t>0}$ in ${\mathbb{R}}^n$, taken with respect to $t$. We prove that this seminorm defines an operator of weak type $(1,1)$ with respect to the invariant measure when $\varrho >2$. For large $t$, one has an enhanced version of the standard weak-type $(1,1)$ bound. For small $t$, the proof hinges on vector-valued Calderón–Zygmund techniques in the local region, and on the fact that the $t$ derivative of the integral kernel of ${\mathcal{H}}_t$ in the global region has a bounded number of zeros in $(0,1]$. A counterexample is given for $\varrho =2$; in fact, we prove that the second order variation seminorm of ${\left({\mathcal{H}}_t\right)}_{t>0}$, and therefore also the $\varrho$-th order variation seminorm for any $\varrho \in [1,2)$, is not of strong nor weak type $(p,p)$ for any $p\in [1,\mathrm{\infty })$ with respect to the invariant measure.