Weak convergence of diffusion processes on Wiener space

DOI10.1007/S00440-006-0023-4MaRDI QIDQ2464666zbMATH OpenOpenAlexFDO

Authors Alexander V. Kolesnikov

Publication date 17 December 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-006-0023-4

zbMATH Keywords

convergence of stochastic processesDirichlet formsGaussian measuresMosco convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60)

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Cites work

• An introduction to -convergence
• CLOSURE OF THE SET OF DIFFUSION FUNCTIONALS WITH RESPECT TO THE MOSCO-CONVERGENCE
• Composite media and asymptotic Dirichlet forms
• Convergence of Dirichlet forms and associated Schrödinger operators
• Convergence of Dirichlet forms with changing speed measures on ℝ d
• Convergence of distorted Brownian motions and singular Hamiltonians
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• Convergence of operator semigroups generated by elliptic operators
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• Convergence of symmetric diffusions on Wiener spaces
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• Dirichlet forms and symmetric Markov processes
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• On weak convergence of diffusion processes generated by energy forms
• Scaling limit of stochastic dynamics in classical continuous systems
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• To the problem of passage to the limit in divergent nonuniformly elliptic equations
• Uniqueness and non-uniqueness of semigroups generated by singular diffusion operators
• Uniqueness of generalized Schrödinger operators and applications
• Uniqueness of generalized Schrödinger operators. II
• Weak convergence of symmetric diffusion processes
• Weighted Sobolev spaces

Cited in

(6)

• Weak convergence of symmetric diffusion processes
• Mosco type convergence of bilinear forms and weak convergence of \(n\)-particle systems
• <i>H</i>-Compactness of Elliptic Operators on Weighted Riemannian Manifolds
• Mosco convergence of gradient forms with non-convex interaction potential
• Mosco-convergence and Wiener measures for conductive thin boundaries
• Mosco convergence of Dirichlet forms in infinite dimensions with changing reference measures

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