Dirichlet forms: some infinite-dimensional examples

被引:5
作者
Schmuland, B [1 ]
机构
[1] Univ Alberta, Dept Math Sci, Edmonton, AB T6G 2G1, Canada
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1999年 / 27卷 / 04期
关键词
Dirichlet forms; Markov processes; infinite-dimensional state space; Ornstein-Uhlenbeck process; Fleming-Viot process; configuration space;
D O I
10.2307/3316125
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The author presents three examples of a Markov process taking values in an infinite-dimensional state space and analyzes the sample path behaviour using the theory of Dirichlet forms.
引用
收藏
页码:683 / 700
页数:18
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