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When and how an error yields a Dirichlet form
Authors:Nicolas Bouleau  
Institution:aÉcole des Ponts, ParisTech, France
Abstract:We consider a random variable Y and approximations Yn, View the MathML source, 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 View the MathML source where View the MathML source 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.
Keywords:Error  Approximation  Dirichlet form  Square field operator  Bias  Wiener space  Stochastic differential equation
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