A class of infinite dimensional stochastic processes with unbounded diffusion

DOI10.1080/17442508.2014.959952MaRDI QIDQ5265793zbMATH OpenOpenAlexFDO

Authors John Karlsson, Jörg-Uwe Löbus

Publication date 29 July 2015

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.0673, http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-96583

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)

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.

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Cited in

(3)

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

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