首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A class of infinite dimensional stochastic processes with unbounded diffusion
Abstract:The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron–Martin space. In particular, it is shown that under a class of changes of the reference measure, quasi-regularity of the form is preserved. We also show that under these changes of the reference measure, derivative and divergence are closable with certain closable inverses. We first treat the case of the classical Wiener space and then we transfer the results to the Wiener space over a Riemannian manifold.
Keywords:Dirichlet form on Wiener space  Dirichlet form on Wiener space over non-compact manifold  closability  weighted Wiener measure  quasi-regularity
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号