Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space) (Q1083764)

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Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
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    Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space) (English)
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    1986
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    The authors extend the theory of Dirichlet forms as well as the properties of the operator ''carré du champ'' to measurable spaces without the topological assumption of local compactness. Under a hypothesis on the base measure, they develop a functional calculus and they prove the ''energy-image density property''. This general setting contains the case of the Ornstein-Uhlenbeck semi-group on Wiener space and it allows the authors to prove, in one dimension, that the law of the solution of a stochastic differential equation with Lipschitz coefficients has a density. This case was not handled by the classical stochastic calculus of variations.
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    theory of Dirichlet forms
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    Ornstein-Uhlenbeck semi-group on Wiener space
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    classical stochastic calculus of variations
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