A class of infinite dimensional stochastic processes with unbounded diffusion

DOI10.1080/17442508.2014.959952zbMATH Open1325.60128arXiv1302.0673OpenAlexW3105567624MaRDI QIDQ5265793FDOQ5265793

Jörg-Uwe Löbus, John Karlsson

Publication date: 29 July 2015

Published in: Stochastics (Search for Journal in Brave)

Abstract: The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In particular, it is shown that under a class of changes of the reference measure, quasi-regularity of the form is preserved. We also show that under these changes of the reference measure, derivative and divergence are closable with certain closable inverses. We first treat the case of the classical Wiener space and then we transfer the results to the Wiener space over a Riemannian manifold.

Full work available at URL: https://arxiv.org/abs/1302.0673

Recommendations

• scientific article; zbMATH DE number 1457548
• A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion
• Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion -- approximation, quadratic variation, and Itô formula
• scientific article; zbMATH DE number 3945000
• Existence of invariant measures for diffusion processes on a Wiener space

zbMATH Keywords

Riemannian manifoldsWiener spaceDirichlet formquasi-regularityunbounded diffusionclosabilityinfinite dimensional stochastic processesweighted Wiener measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Dirichlet forms and analysis on Wiener space
• Title not available (Why is that?)
• The Novikov and entropy conditions of multidimensional diffusion processes with singular drift
• Tightness of general \(C_{1,p}\) capacities on Banach space
• Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces
• Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
• Malliavin calculus and its applications
• Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold
• Quasi-invariance of the Wiener measure on path spaces: Noncompact case
• A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion
• Stochastic anticipative integrals on a Riemannian manifold
• Quasi-regular Dirichlet forms on Riemannian path and loop spaces
• Functional inequality on path space over a non-compact Riemannian manifold
• Title not available (Why is that?)
• QUASI-REGULAR DIRICHLET FORMS ON FREE RIEMANNIAN PATH SPACES

Cited In (3)

• Unbounded probability theory and multistep relaxation processes
• A classification of diffusion processes with boundaries by their invariant measures
• Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --

This page was built for publication: A class of infinite dimensional stochastic processes with unbounded diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265793)