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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
Published in: journal Stochastic Analysis and Applications, Volume 6, Issue 3 1988 , pages 327 - 348
Formats available: PDF (English)
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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
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