Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes

DOI10.1007/BF00046882zbMath0702.60053MaRDI QIDQ915265

Torbjoern Kolsrud

Publication date: 1988

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

Dirichlet spaceGaussian random fieldinfinite-dimensional Ornstein-Uhlenbeck processesLangevin's stochastic equation

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Dirichlet forms (31C25) Constructive quantum field theory (81T08)

Related Items

Multiresolution Hilbert approach to multidimensional Gauss-Markov processes ⋮ Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. ⋮ Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms ⋮ Asymptotic expansions for ornstein-uhlenbeck semigroups perturbed by potentials over banach spaces ⋮ Traces of harmonic functions, capacities, and traces of symmetric Markov processes ⋮ Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle

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