Finite dimensional approximation of diffusion processes on infinite dimensional spaces

DOI10.1080/17442509608834050MaRDI QIDQ4363320zbMATH OpenOpenAlexFDO

Authors Michael Röckner, Tu-Sheng Zhang

Publication date 31 March 1998

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509608834050

zbMATH Keywords

Dirichlet formsinfinite-dimensional diffusion processesmartingale decompositiontightness

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60)

Recommendations

• FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES
• Finite-dimensional approximations of diffusion measures in a Hilbert space
• Photocopying permitted by license only an alternative compactification for classical dirichlet forms on topological vector spaces
• Some regularity results on infinite dimensional diffusions via dirichlet forms

Cited in

(22)

• A spectral criterion for the finiteness or infiniteness of stopped Feynman-Kac functionals of diffusion processes
• Compactifications of Banach spaces and construction of diffusion processes
• Stochastic representation of diffusions corresponding to divergence form operators
• Diffusions on path and loop spaces: existence, finite dimensional approximation and Hölder continuity
• Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1]\)
• Weak convergence of Dirichlet processes
• Finite dimensional approximation of Riemannian path space geometry.
• On the small time large deviations of diffusion processes on configuration spaces.
• An averaging principle for stochastic flows and convergence of non-symmetric Dirichlet forms
• Finite, integrable and bounded time embeddings for diffusions
• Weak convergence of diffusion processes on Wiener space
• scientific article; zbMATH DE number 3986339 (Why is no real title available?)
• Some regularity results on infinite dimensional diffusions via dirichlet forms
• scientific article; zbMATH DE number 1375553 (Why is no real title available?)
• scientific article; zbMATH DE number 493431 (Why is no real title available?)
• FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES
• Approximation of infinite-dimensional fleming-viot diffusions
• Finite-dimensional approximations of diffusion measures in a Hilbert space
• scientific article; zbMATH DE number 1381058 (Why is no real title available?)
• A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion
• Lévy-Khintchine type representation of Dirichlet generators and semi-Dirichlet forms
• Mosco convergence of Dirichlet forms in infinite dimensions with changing reference measures

This page was built for publication: Finite dimensional approximation of diffusion processes on infinite dimensional spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4363320)