FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES

DOI10.1142/S0219025701000577zbMath1038.60080OpenAlexW2079657109MaRDI QIDQ4460460

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 convergencetightnessDirichlet formsGirsanov theorem

Mathematics Subject Classification ID

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

Cites Work

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

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