A class of infinite dimensional stochastic processes with unbounded diffusion

作者：Karlsson John^*; Lobus Jorg Uwe

来源：Stochastics: An International Journal of Probability and Stochastic Processes , 2015, 87(3): 424-457.

DOI：10.1080/17442508.2014.959952

• Dirichlet form on Wiener space
• Dirichlet form on Wiener space over non-compact manifold
• closability
• weighted Wiener measure
• quasi-regularity

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.

• 出版日期2015