A class of infinite dimensional stochastic processes with unbounded diffusion

被引:1
|
作者
Karlsson, John [1 ]
Lobus, Jorg-Uwe [1 ]
机构
[1] Linkoping Univ, Inst Matemat, SE-58183 Linkoping, Sweden
关键词
Dirichlet form on Wiener space; Dirichlet form on Wiener space over non-compact manifold; closability; weighted Wiener measure; quasi-regularity; REGULAR DIRICHLET FORMS; PATH SPACE; RIEMANNIAN PATH; QUASI-INVARIANCE; WIENER MEASURE; INEQUALITY; MANIFOLD;
D O I
10.1080/17442508.2014.959952
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:424 / 457
页数:34
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