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Some regularity results on infinite dimensional diffusions via dirichlet forms

 

作者: Byron Schmuland,  

 

期刊: Stochastic Analysis and Applications  (Taylor Available online 1988)
卷期: Volume 6, issue 3  

页码: 327-348

 

ISSN:0736-2994

 

年代: 1988

 

DOI:10.1080/07362998808809152

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

We apply the methods of probabilistic potential theory and Dirichlet forms to the study of a class of infinite dimensional diffusions with independent coordinates. This class includes the Ornstein-Uhlenbeck process considered by a number of authors. Using the properties of their Dirichlet forms, we obtain criteria for the 12sample path continuity of the processes under consideration, in terms of their invariant measures and diffusion coefficients. As well, we consider the behaviour along sample paths of the sequence of coordinates

 

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