Finite dimensional approximation of diffusion processes on infinite dimensional spaces

DOI10.1080/17442509608834050zbMath0885.60066OpenAlexW1978525918MaRDI QIDQ4363320

Michael Roeckner, Tu-Sheng Zhang

Publication date: 31 March 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509608834050

zbMATH Keywords

tightnessDirichlet formsmartingale decompositioninfinite-dimensional diffusion processes

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60)

Related Items (8)

A class of processes on the path space over a compact Riemannian manifold with unbounded diffusion ⋮ Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1\)] ⋮ Unnamed Item ⋮ Weak convergence of Dirichlet processes ⋮ Finite dimensional approximation of Riemannian path space geometry. ⋮ Weak convergence of diffusion processes on Wiener space ⋮ FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES ⋮ Mosco convergence of Dirichlet forms in infinite dimensions with changing reference measures

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