Three classes of infinite-dimensional diffusions
The main theme of this paper is the study of entrance law behavior for infinite-dimensional diffusions. In particular, three classes of infinite-dimensional diffusions are investigated, namely, the Ornstein- Uhlenbeck, Dawson-Watanabe (DW) and Fleming-Viot superprocesses. The basic notions of entrance laws and equilibrium measures are developed and a classification of entrance laws is obtained. Since each of these three classes of infinite-dimensional diffusions is in turn built from a finite-dimensional diffusion the relation between the entrance laws at these two levels is studied in depth. In addition for the DW class the relation between infinite entrance laws and probability entrance laws is established.
entrance law behavior for infinite-dimensional diffusions
scientific article; zbMATH DE number 4119351
scientific article