Some regularity results on infinite dimensional diffusions via dirichlet forms
Author:
Byron Schmuland a
| Affiliation: | a Department of Statistics & Applied Probability, University of Alberta, Edmonton, Alberta, Canada |
DOI:
10.1080/07362998808809152
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)
View Article:
View Article (PDF)
Abstract
We apply the methods of probabilistic potential theory and Dirichlet forms to the study of a class of infinite dimensional diffusions with independent coordinates. This class includes the Ornstein-Uhlenbeck process considered by a number of authors. Using the properties of their Dirichlet forms, we obtain criteria for the 12 sample path continuity of the processes under consideration, in terms of their invariant measures and diffusion coefficients. As well, we consider the behaviour along sample paths of the sequence of coordinates
|
| view references (16) : view citations |

Download Citation

CiteULike
Del.icio.us
BibSonomy
Connotea