Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms

被引:7
|
作者
Abeverio, S
Rüdiger, B
机构
[1] Univ Bonn, Inst Angew Math, D-53115 Bonn, Germany
[2] BiBoS Res Ctr, D-33615 Bielefeld, Germany
[3] CERFIM, Locarno, Switzerland
[4] Univ Trent, Ist Matemat, Trento, Italy
关键词
infinite dimensional; stochastic differential equations; stochastic partial differential equations; subordination; pseudo-differential operators; stochastic quantization; Dirichlet forms; uniqueness; Levy-white noise;
D O I
10.1016/S0022-1236(03)00146-0
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
New results related to the decomposition theorem of additive functionals associated to quasi-regular Dirichlet forms are presented. A characterization of subordinate processes associated to quasi-regular symmetric Dirichlet forms in terms of the unique solutions of the corresponding martingale problems is obtained. The subordinate of (generalized) Ornstein-Uhlenbeck processes are exhibited explicitly in terms of generators, Dirichlet forms, and unique pathwise solutions of stochastic differential equations (SDEs). In the case where the state space is infinite dimensional as, e.g. in Euclidean quantum field theory, the construction provides a characterization of the processes in terms of projections on the topological dual space, and corresponding finite-dimensional SDEs. (C) 2003 Elsevier Inc. All rights reserved.
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页码:122 / 156
页数:35
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