ID | 56014 |
FullText URL | |
Author |
Shigekawa, Ichiro
Department of Mathematics Graduate School of Science Kyoto University
|
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.
|
Keywords | non-symmetric Dirichlet form
Wiener space
logarithmic Sobolev inequality
generator domain
|
Note | Mathematics Subject Classication. Primary 60J60; Secondary 60H07.
|
Published Date | 2018-01
|
Publication Title |
Mathematical Journal of Okayama University
|
Volume | volume60
|
Issue | issue1
|
Publisher | Department of Mathematics, Faculty of Science, Okayama University
|
Start Page | 137
|
End Page | 153
|
ISSN | 0030-1566
|
NCID | AA00723502
|
Content Type |
Journal Article
|
Official Url | http://www.math.okayama-u.ac.jp/mjou/
|
language |
English
|
Copyright Holders | Copyright©2018 by the Editorial Board of Mathematical Journal of Okayama University
|
File Version | publisher
|
Refereed |
True
|
Submission Path | mjou/vol59/iss1/7
|