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

From MaRDI portal
Revision as of 17:34, 19 February 2024 by RedirectionBot (talk | contribs) (‎Removed claims)
scientific article
Language Label Description Also known as
English
Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
scientific article

    Statements

    Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. (English)
    0 references
    17 November 2003
    0 references
    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.
    0 references
    infinite dimensional stochastic differential equations
    0 references
    stochastic partial differential equations
    0 references
    subordination
    0 references
    pseudo-differential operators
    0 references
    stochastic quantization
    0 references
    Dirichlet forms
    0 references
    uniqueness
    0 references
    Lévy white noise
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references