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

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