CONSTRUCTION OF SOME PROCESSES ON THE WIENER SPACE ASSOCIATED TO SECOND ORDER OPERATORS

CONSTRUCTION OF SOME PROCESSES ON THE WIENER SPACE ASSOCIATED TO SECOND ORDER OPERATORS

We show that it is possible to associate diffusion processes to second order perturbations of the Ornstein-Uhlenbeck operator L on the Wiener space of the form L = L + 1/2∑L$^2$(sub)ξ(sub)$\kappa$ where the ξ(sub)$\kappa$ are "tangent processes" (i.e., semimartingales with antisymmetric di...

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Veröffentlicht in:Journal of the Korean Mathematical Society 2001, Vol.38 (2), p.311-319
1. Verfasser: Cruzeiro, A.B
Format: Artikel
Sprache:kor
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Zusammenfassung:We show that it is possible to associate diffusion processes to second order perturbations of the Ornstein-Uhlenbeck operator L on the Wiener space of the form L = L + 1/2∑L$^2$(sub)ξ(sub)$\kappa$ where the ξ(sub)$\kappa$ are "tangent processes" (i.e., semimartingales with antisymmetric diffusion coefficients).
ISSN:0304-9914