Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. (Q1413970): Difference between revisions

The authors present new results related to the decomposition theorem of additive functionals associated to quasi-regular Dirichlet forms. A characterization of subordinate processes associated to quasi-regular symmetric Dirichlet forms in terms of the unique solutions of the corresponding martingale problems is obtained. The subordinates of (generalized) Ornstein-Uhlenbeck processes are exhibited explicitly in terms of generators, Dirichlet forms, and unique pathwise solutions of stochastic differential equations. In the case where the state space is infinite-dimensional as, e.g. in Euclidean quantum field theory, the construction provides a characterization of the processes in terms of projections on the topological dual space, and corresponding finite-dimensional stochastic differential equations.