DIFFUSION PROCESSES ON PATH SPACES WITH INTERACTIONS

DOI10.1142/S0129055X01000661MaRDI QIDQ4418281zbMATH OpenOpenAlexFDO

Authors Yuu Hariya, Hirofumi Osada

Publication date 7 August 2003

Published in Reviews in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0129055x01000661

zbMATH Keywords

diffusionsDirichlet formGibbs measurepath spacestochastic differential equations

Mathematics Subject Classification ID

Derivations, dissipations and positive semigroups in (C^*)-algebras (46L57) Diffusion processes (60J60) Quantum dynamics and nonequilibrium statistical mechanics (general) (82C10)

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Cites work

• A canonical decomposition for quadratic forms with applications to monotone convergence theorems
• An infinite dimensional stochastic differential equation with state space C(\({\mathbb{R}})\)
• Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
• Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions
• Gibbs measures relative to Brownian motion
• On the stochastic quantization of field theory
• Quasi-Regular Dirichlet Forms: Examples and Counterexamples
• Random motion of strings and related stochastic evolution equations
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• Tightness of general \(C_{1,p}\) capacities on Banach space

Cited in

(4)

• On the small time asymptotics of diffusion processes on path groups
• Construction of infinite dimensional interacting diffusion processes through Dirichlet forms
• Locally interacting diffusions as Markov random fields on path space
• Construction of Gibbs measures for 1-dimensional continuum fields

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