Time-Localization of Random Distributions on Wiener Space |
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Authors: | Bojdecki Tomasz Gorostiza Luis G Nualari David |
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Abstract: | A nuclear space of distributions on Wiener space
was constructed by Gorostiza and Nualart 10] as a framework for studying weak convergence of trajectorial fluctuations of particle systems. A basic problem in recovering the usual time-evolution results from the trajectorial ones consists in associating in a unique way an
-valued process to a random distribution on
by localizing it at each time t
0,1]. In this paper we solve this problem for a large class of random distributions which includes trajectorial fluctuation limits of some systems of diffusions. |
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Keywords: | random distribution Wiener space time-localization fluctuation limit |
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