منابع مشابه
Quasi-Regular Dirichlet Forms and Applications
Since the celebrated result of Fukushima on the connection between regular Dirichlet forms and Hunt processes in 1971, the theory of Dirichlet forms has been rapidly developed and has brought a wide range of applications in various related areas of mathematics and physics (see e.g. the three new books [BH 91], [MR 92], [FOT 94] and references therein). In this survey paper I shall mainly discus...
متن کاملQuasi-regular Dirichlet forms: Examples and counterexamples
We prove some new results on quasi-regular Dirichlet forms. These include results on perturbations of Dirichlet forms, change of speed measure, and tightness. The tightness implies the existence of an associated right continuous strong Markov process. We also discuss applications to a number of examples including cases with possibly degenerate (sub)-elliptic part, diffusions on loops spaces, an...
متن کاملQuasi-regular topologies for L-resolvents and semi-Dirichlet forms
We prove that for any semi-Dirichlet form (ε, D(ε)) on a measurable Lusin space E there exists a Lusin topology with the given σ-algebra as the Borel σ-algebra so that (ε, D(ε)) becomes quasi–regular. However one has to enlarge E by a zero set. More generally a corresponding result for arbitrary L-resolvents is proven.
متن کاملDirichlet Forms in Simulation
Equipping the probability space with a local Dirichlet form with square field operator Γ and generator A allows to improve Monte Carlo computations of expectations, densities, and conditional expectations, as soon as we are able to simulate a random variable X together with Γ[X] and A[X]. We give examples on the Wiener space, on the Poisson space and on the Monte Carlo space. When X is real-val...
متن کاملAveraging via Dirichlet Forms
We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the theory of Dirichlet form and Mosco-convergence we obtain simpler proofs, interpretations and new results of the averaging principle for such processes when we sp...
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ژورنال
عنوان ژورنال: Nagoya Mathematical Journal
سال: 1994
ISSN: 0027-7630,2152-6842
DOI: 10.1017/s0027763000024934