| ID | 56014 |
| フルテキストURL | |
| 著者 |
Shigekawa, Ichiro
Department of Mathematics Graduate School of Science Kyoto University
|
| 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.
|
| キーワード | non-symmetric Dirichlet form
Wiener space
logarithmic Sobolev inequality
generator domain
|
| 備考 | Mathematics Subject Classi cation. Primary 60J60; Secondary 60H07.
|
| 発行日 | 2018-01
|
| 出版物タイトル |
Mathematical Journal of Okayama University
|
| 巻 | 60巻
|
| 号 | 1号
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| 出版者 | Department of Mathematics, Faculty of Science, Okayama University
|
| 開始ページ | 137
|
| 終了ページ | 153
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| ISSN | 0030-1566
|
| 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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