A study on Markovian maximality,change of probability and regularity |
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Authors: | Shiqi Song |
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Institution: | (1) Equipe d'Analyse et Probabilités, Université Evry Val d'Essonne, Boulevard des Coquibus, 91025 Evry Cedex, France |
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Abstract: | LetE be a rigid separable Banach space andm a bounded Borel measure onE. Let Ext denote the family of all gradient type Dirichlet forms onL
2(E, m) such that the domain of their extended generators (cf. Definition 1.1) contain the smooth functions. We prove three results. First, we prove the existence of the maximum element in Ext whenever Ext is not empty. Secondly, let be the maximum element in Ext (when Ext Ø) and let be a positive function in D(). We define a new measure =2·m and we consider the family Ext associated with the measure . We prove that if is associated with a diffusion process, Ext is not empty and its maximum element is also associated with a diffusion process. Finally, whenm is a centered Gaussian measure onE, we can prove that Ext contains exactly one element. |
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Keywords: | 60J45 |
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