Let B be a separable real Banach space and m be a positive measure on B. In this paper, we will establish the Beurling-Deny formulae of the Dirichlet forms on L~2(B, dm).
Assume that B is a separable real Banach space and X(t) is a diffusion process on B. In thispaper, we will establish the representation theorem of martingale additive functionals of X(t).
Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a r...Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a regular 0-quadratic variation process. On this basis, weestablish the predictable representation theorem of X(t).展开更多
文摘Let B be a separable real Banach space and m be a positive measure on B. In this paper, we will establish the Beurling-Deny formulae of the Dirichlet forms on L~2(B, dm).
文摘Assume that B is a separable real Banach space and X(t) is a diffusion process on B. In thispaper, we will establish the representation theorem of martingale additive functionals of X(t).
基金This project is supported by the National Natural Science Foundation of China
文摘Let B be a separable real Banach space and X(t) be a symmetric conservative diffusionprocess taking values in B. In this paper, we decompose the functional u(X(t),t) into a sumof a square integrable martingale and a regular 0-quadratic variation process. On this basis, weestablish the predictable representation theorem of X(t).
