Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions

Let \(E\) be a Hausdorff space and \(m\) a \(\sigma\)-finite Borel measure on \(E\) for which \({\mathcal H}=L^2(E;m)\) is a separable Hilbert space. Let \(({\mathcal A},{\mathcal V})\) be a coercive closed form on \({\mathcal H}\) such that \({\mathcal V} \subset {\mathcal H}\subset {\mathcal V}'\) densely and continuously. Consider a linear operator \((\Lambda, D)\) on \({\mathcal H}\) generating a contractive \(C_0\)-semigroup. Denote by \((\Lambda, {\mathcal F})\) the closure of \(\Lambda:D\cap {\mathcal V} \to {\mathcal V}'\) with norm \(\|u\|^2_{\mathcal F} = \|u\|_{\mathcal V}^2 + \|\Lambda u\|^2_{{\mathcal V}'}\). For \(u \in {\mathcal F}\) and \(v \in {\mathcal V}\), let \({\mathcal E}(u,v)={\mathcal A}(u,v)-(\Lambda u,v)\) and \((X_t)\) be a generalized Dirichlet form and a nice Markov process given by \textit{W.~Stannat} [Mem. Am. Math. Soc. 142 (1999)]. The main purpose of this paper is to give stochastic calculus related to the generalized Dirichlet form parallel to the symmetric or time dependent cases. In particular, Fukushima's decomposition of the additive functionals \(A^{[u]}_t=u(X_t)-u(X_0)\) for \(u \in {\mathcal F}\) and an Itô type formula are given. Let \(H\) be a Hilbert space such that \(H \subset E\) and \((L^0,D(L^0))\) be the generator of the classical Dirichlet form \(({\mathcal E}^{(0)}, {\mathcal D}({\mathcal E}^{(0)}))\) on \(L^2(E;\mu)\). For a function \(\overline{\beta} \in L^2(E,H;\mu)\) such that \(\int\langle \overline{\beta},\nabla u\rangle_H d\mu=0\) for all \(u \in {\mathcal D} ({\mathcal E}^{(0)})\), let \({\mathcal E}(u,v)=(-Lu,v)\) be the generalized Dirichlet form corresponding to \(Lu=L^0u+\langle \overline{\beta},\nabla u \rangle_H\). As an application of the stochastic calculus given in this paper, a representation of the corresponding process \(X_t\) by means of \(E\)-valued Brownian motion is given.

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