Compactifications of Banach spaces and construction of diffusion processes

DOI10.1007/BF02006854MaRDI QIDQ1343503zbMATH OpenFDO

Authors Shiqi Song

Publication date 30 June 1995

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02006854

zbMATH Keywords

capacitiesDirichlet formsHunt process

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Diffusion processes (60J60)

Review text

Classical Dirichlet forms \(({\mathcal E},D({\mathcal E}))\) on topological vector spaces \(E\) in the sense of \textit{S. Albeverio} and \textit{M. Röckner} [J. Funct. Anal. 88, No. 2, 395-436 (1990; Zbl 0737.46036)] are studied. Here \(E\) is a (not necessarily separable) Banach space which is the topological dual of a separable normed space. The main result states that there exists a Hunt process on \(E\) associated with \(({\mathcal E},D({\mathcal E}))\). Lemma 10 which claims (cf. also Theorem 7) that the \(\sigma\)- algebras \(B_ 2\) and \(B_ 1\) generated by the norm topology respectively the \(\text{weak}^*\)-topology on \(E\) coincide, is however incorrect since this is known to be false for \(E = l^ \infty\) (= space of bounded sequences) which is a possible choice for \(E\) according to the above assumptions. Since Lemma 10 is used to prove the main result, an additional assumption like \(E\) separable, appears to be necessary. In the case of arbitrary separable Banach spaces (not necessarily duals), however, the existence of even a diffusion process associated with \(({\mathcal E},D({\mathcal E}))\) has been proved before by \textit{B. Schmuland} [Stochastics Stochastics Rep. 33, No. 1/2, 75-90 (1990; Zbl 0726.31008)]. On the other hand the methods are somewhat different and of their own interest. Surprisingly Schmuland's work, which is well-known among people working in this field, is not quoted in this paper.

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Cites work

• Admissible vectors and their associated Dirichlet forms
• Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
• scientific article; zbMATH DE number 3656300 (Why is no real title available?)
• scientific article; zbMATH DE number 3782159 (Why is no real title available?)
• scientific article; zbMATH DE number 3338824 (Why is no real title available?)

Cited in

(2)

• Some calculations on the conditional densities of well-admissible measures on linear spaces
• Photocopying permitted by license only an alternative compactification for classical dirichlet forms on topological vector spaces

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