Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms (Q2277666)

From MaRDI portal
Revision as of 06:32, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
scientific article

    Statements

    Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms (English)
    0 references
    1991
    0 references
    Using the theory of Dirichlet forms on topological vector spaces we construct solutions to stochastic differential equations in infinite dimensions of the type \[ dX_ t=dW_ t+\beta (X_ t)dt \] for possibly very singular drifts \(\beta\). Here \((X_ t)_{t\geq 0}\) takes values in some topological vector space E and \((W_ t)_{t\geq 0}\) is an E-valued Brownian motion. We give applications in detail to (infinite volume) quantum fields where \(\beta\) is e.g. a renormalized power of a Schwartz distribution. In addition, we present a new approach to the case of linear \(\beta\) which is based on our general results and second quantization. We also prove new results on general diffusion Dirichlet forms in infinite dimensions, in particular that the Fukushima decomposition holds in this case.
    0 references
    Dirichlet forms
    0 references
    stochastic differential equations
    0 references
    Schwartz distribution
    0 references
    second quantization
    0 references
    Fukushima decomposition
    0 references
    0 references
    0 references

    Identifiers