ID | 56014 |
フルテキストURL | |
著者 |
Shigekawa, Ichiro
Department of Mathematics Graduate School of Science Kyoto University
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抄録 | 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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キーワード | non-symmetric Dirichlet form
Wiener space
logarithmic Sobolev inequality
generator domain
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備考 | Mathematics Subject Classication. Primary 60J60; Secondary 60H07.
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発行日 | 2018-01
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出版物タイトル |
Mathematical Journal of Okayama University
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巻 | 60巻
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号 | 1号
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出版者 | Department of Mathematics, Faculty of Science, Okayama University
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開始ページ | 137
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終了ページ | 153
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ISSN | 0030-1566
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NCID | AA00723502
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資料タイプ |
学術雑誌論文
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オフィシャル URL | http://www.math.okayama-u.ac.jp/mjou/
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言語 |
英語
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著作権者 | Copyright©2018 by the Editorial Board of Mathematical Journal of Okayama University
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論文のバージョン | publisher
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査読 |
有り
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Submission Path | mjou/vol59/iss1/7
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