| ID | 56014 |
| FullText URL | |
| Author |
Shigekawa, Ichiro
Department of Mathematics Graduate School of Science Kyoto University
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| Abstract | We discuss a non-symmetric diffusion process on the Wiener space. The process we consider is generated by A = L + b, L being the Ornstein-Uhlenbeck operator and b being a vector eld. Under suitable integrability condition for b, we show the existence of associated diffusion process. We also investigate the domain of the generator. Further we consider a similar problem in the nite dimensional Euclidean space.
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| Keywords | non-symmetric Dirichlet form
Wiener space
logarithmic Sobolev inequality
generator domain
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| Note | Mathematics Subject Classi cation. Primary 60J60; Secondary 60H07.
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| Published Date | 2018-01
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| Publication Title |
Mathematical Journal of Okayama University
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| Volume | volume60
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| Issue | issue1
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| Publisher | Department of Mathematics, Faculty of Science, Okayama University
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| Start Page | 137
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| End Page | 153
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| ISSN | 0030-1566
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| NCID | AA00723502
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| Content Type |
Journal Article
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| Official Url | http://www.math.okayama-u.ac.jp/mjou/
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| language |
English
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| Copyright Holders | Copyright©2018 by the Editorial Board of Mathematical Journal of Okayama University
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| File Version | publisher
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| Refereed |
True
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| Submission Path | mjou/vol59/iss1/7
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