FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES

DOI10.1142/S0219025701000577MaRDI QIDQ4460460zbMATH OpenOpenAlexFDO

Authors Tu-Sheng Zhang

Publication date 18 May 2004

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025701000577

zbMATH Keywords

weak convergenceDirichlet formsGirsanov theoremtightness

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Diffusion processes (60J60)

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Cites work

• Convergence of non-symmetric dirichlet processes
• Decomposition of Dirichlet processes and its applications
• Finite dimensional approximation of diffusion processes on infinite dimensional spaces
• Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
• Tightness of general \(C_{1,p}\) capacities on Banach space
• Uniqueness of generalized Schrödinger operators and applications
• Weak convergence of symmetric diffusion processes

Cited in

(6)

• scientific article; zbMATH DE number 1375553 (Why is no real title available?)
• Finite-dimensional approximations of diffusion measures in a Hilbert space
• Approximation of infinite-dimensional fleming-viot diffusions
• Three classes of infinite-dimensional diffusions
• Diffusions on path and loop spaces: existence, finite dimensional approximation and Hölder continuity
• Finite, integrable and bounded time embeddings for diffusions

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