Weak convergence of symmetric diffusion processes (Q1376198): Difference between revisions
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Latest revision as of 00:18, 22 March 2024
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English | Weak convergence of symmetric diffusion processes |
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Weak convergence of symmetric diffusion processes (English)
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11 December 1997
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Let \(X\) be a locally compact, connected separable metric space and \(m\) a \(\sigma\)-finite Borel measure on it with full support. A sequence of regular, strongly local Dirichlet forms \(({\mathcal E}^n, {\mathcal F}^n)\) on \(L^2(X, \phi_n^2m)\) admitting square field operators \(\Gamma_n\), \(n\in\mathbb{N}\cup \{\infty\}\), with \[ {\mathcal E}^n(u,v) = \tfrac 12 \int_X \Gamma_n(u,v) \phi_n^2 dm \] is considered, where the \(\phi_n\)'s are measurable functions that have a limit \(m\)-a.e. The square field operators and the \(\phi_n\)'s are assumed to be uniformly bounded. A relatively compact open subset of \(X\) is fixed and the forms are restricted to it in the sense of parts. Mainly under these conditions the forms are shown to Mosco-converge. Further conditions on the initial distributions and the growth rate of the volume of balls in a specific metric, which is a modified version of Biroli's and Mosco's pseudo metric, allow to establish the weak convergence of the corresponding diffusions. Similar arguments also work in the infinite dimensional setting.
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Dirichlet spaces
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Mosco convergence
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weak convergence of diffusions
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