When and how an error yields a Dirichlet form |
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Authors: | Nicolas Bouleau |
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Institution: | aÉcole des Ponts, ParisTech, France |
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Abstract: | We consider a random variable Y and approximations Yn, , defined on the same probability space with values in the same measurable space as Y. We are interested in situations where the approximations Yn allow to define a Dirichlet form in the space where is the law of Y. Our approach consists in studying both biases and variances. The article attempts to propose a general theoretical framework. It is illustrated by several examples. |
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Keywords: | Error Approximation Dirichlet form Square field operator Bias Wiener space Stochastic differential equation |
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