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A study on Markovian maximality,change of probability and regularity
Authors:Shiqi Song
Institution:(1) Equipe d'Analyse et Probabilités, Université Evry Val d'Essonne, Boulevard des Coquibus, 91025 Evry Cedex, France
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 Escr be the maximum element in Ext (when Ext ne Ø) and let phgr be a positive function in D(Escr). We define a new measure mgr=phgr2·m and we consider the family Extmgr associated with the measure mgr. We prove that if Escr is associated with a diffusion process, Extmgr 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 Extmgr contains exactly one element.
Keywords:60J45
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