Approximation of arbitrary Dirichlet processes by Markov chains

Zhi-Ming Ma; Michael Röckner; Tu-Sheng Zhang

Annales de l'I.H.P. Probabilités et statistiques (1998)

  • Volume: 34, Issue: 1, page 1-22
  • ISSN: 0246-0203

How to cite

top

Ma, Zhi-Ming, Röckner, Michael, and Zhang, Tu-Sheng. "Approximation of arbitrary Dirichlet processes by Markov chains." Annales de l'I.H.P. Probabilités et statistiques 34.1 (1998): 1-22. <http://eudml.org/doc/77592>.

@article{Ma1998,
author = {Ma, Zhi-Ming, Röckner, Michael, Zhang, Tu-Sheng},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Dirichlet form; strictly quasi-regular; Hunt process; Markov chain},
language = {eng},
number = {1},
pages = {1-22},
publisher = {Gauthier-Villars},
title = {Approximation of arbitrary Dirichlet processes by Markov chains},
url = {http://eudml.org/doc/77592},
volume = {34},
year = {1998},
}

TY - JOUR
AU - Ma, Zhi-Ming
AU - Röckner, Michael
AU - Zhang, Tu-Sheng
TI - Approximation of arbitrary Dirichlet processes by Markov chains
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1998
PB - Gauthier-Villars
VL - 34
IS - 1
SP - 1
EP - 22
LA - eng
KW - Dirichlet form; strictly quasi-regular; Hunt process; Markov chain
UR - http://eudml.org/doc/77592
ER -

References

top
  1. [1] S. Albeverio, Y.G. Kondratiev and M. RöcknerErgodicity of L2-semigroups and extremality of Gibbs states. J. Funct. Anal., 144, 1997, pp. 394-423. Zbl0880.60098MR1432591
  2. [2] S. Albeverio, Z.M. Ma and M. Röckner, : Regularization of Dirichlet spaces and applications. C.R. Acad. Sci. Paris, 314, Série I, 1992, pp. 859-864. Zbl0756.60070MR1166063
  3. [3] S. Albeverio, Z.M. Ma and R. Röckner, Characterization of (non-symmetric) Dirichlet forms associated with Hunt processes. Rand. Oper. and Stoch. Equ.3, 1995, pp. 161-179. Zbl0833.60077MR1341121
  4. [4] S. Albeverio, Z.M. Ma and M. Röckner, Potential theory of quasi-regular Dirichlet forms without capacity. In: Z.M. Ma et al. (Eds.), Dirichlet forms and Stochastic Processes, 47-53, Berlin: de Gruyter1995. Zbl0844.31005MR1366422
  5. [5] S. Albeverio, Z.M. Ma and M. Röckner, Partitions of unity in Sobolev spaces over infinite dimensional state spaces. J. Funct. Anal., 143, 1997, pp. 247-268. Zbl0873.46020MR1428125
  6. [6] S. Albeverio, R. Léandre and M. Röckner, Construction of a rotational invariant diffusion on the free loop space. C. R. Acad. Sci. Paris, 316, Série I, 1993, pp. 287-292. Zbl0776.58041MR1205201
  7. [7] S. Albeverio and M. Röckner, Stochastic differential equations in infinite dimensions: solutions via Dirichlet forms. Prob. Rel. Fields89, 1991, pp. 347-386. Zbl0725.60055MR1113223
  8. [8] S. Carrillo-Menendez, Processus de Markov associé à une forme de Dirichlet non symmétrique. Z. Wahrsch. verw. Geb., 33, 1975, pp. 139-154. Zbl0299.60058MR386030
  9. [9] Z.Q. Chen, Z.M. Ma and M. Röckner, Quasi-homeomorphisms of Dirichlet forms, Nagoya Math. J., 136, 1994, pp. 1-15. Zbl0811.31002MR1309378
  10. [10] C. Dellacherie and P.A. Meyer, Probabilities and potential B. Amsterdam: North-Holland1982. Zbl0494.60002MR745449
  11. [11] B.K. Driver and M. Röckner, Construction of diffusions on path and loop spaces of compact Riemannian manifolds. C.R. Acad. Sci. Paris, 315, Série I, 1992, pp. 859-864. Zbl0771.58047MR1181300
  12. [12] S.N. Ethier and T.G. Kurtz, Markov Processes: Characterization and Convergence. John Wiley & Sons, New York1986. Zbl0592.60049
  13. [13] K.D. Elworthy and Z.M. Ma, Vector fields on mapping spaces and related Dirichlet forms and diffusions. Preprint (1996). Zbl0893.31009MR1613104
  14. [14] M. Fukushima, Dirichlet spaces and strong Markov processes. Trans. Amer. Math. Soc., 162, 1971, pp. 185-224. Zbl0254.60055MR295435
  15. [15] M. Fukushima, Dirichlet Forms and Markov Processes. North Holland, Amsterdam1980. Zbl0422.31007MR569058
  16. [16] M. Fukushima, Y. Oshima and M. Takeda, Dirichlet Forms and Symmetric Markov Processes. Berlin:Walter de Gruyter1994. Zbl0838.31001MR1303354
  17. [17] R. Getoor, Markov processes: ray processes and right processes. Lect. Notes in Math., 440. Berlin: Springer1975. Zbl0299.60051MR405598
  18. [18] Y. Lejan, Balayage et formes de Dirichlet. Z. Wahrsch. verw. Geb., 37, 1977, pp. 297-319. Zbl0331.60048MR571671
  19. [19] Z.M. Ma and M. Röckner, Introduction to the Theory of (Non-Symmetric) Dirichlet Forms. Berlin: Springer1992. Zbl0826.31001
  20. [20] Z.M. Ma, M. Röckner and T.S. Zhang, Approximation of Hunt processes by Markov chains. In preparation. Zbl0898.31009
  21. [21 ] L. Overbeck, Z.M. Ma and M. Röckner, Markov processes associated with Semi-Dirichlet forms. Osaka J. Math., 32, 1995, pp. 97-119. Zbl0834.60086MR1323103
  22. [22] L. Overbeck and M. Röckner, Geometric aspects of finite and infinite dimensional Fleming-Viot processes. Random Oper. and Stoch. Equ., 5, 1997, pp. 35-58. Zbl0880.60087MR1443420
  23. [23] L. Overbeck, M. Röckner and B. Schmuland, An analytic approach to Fleming-Viot processes with interactive selection, Ann. Prob.23, 1995, pp. 1-36. Zbl0833.60053MR1330758
  24. [24] H. Osada, Dirichlet form approach to infinite-dimensional Wiener processes with singular interactions, Commun. Math. Phys., 176,1996, pp. 117-131. Zbl0837.60073MR1372820
  25. [25] M. Röckner, Dirichlet forms on infinite dimensional "manifold like" state spaces: a survey of recent results and some prospects for the future. SFB-343-Preprint (1996). To appear in: Probability towards2000. Zbl0978.31007MR1632608
  26. [26] M. Röckner and T.S. Zhang, Uniqueness of generalized Schrödinger operators and applications, J. Funct. Anal., 105, 1992, pp. 187-231. Zbl0779.35028MR1156676
  27. [27] M. Röckner and T.S. Zhang, Finite dimensional approximation of diffusion processes on infinite dimensional spaces. Stochastics and Stochastic Reports57, 1996, pp. 37-55. Zbl0885.60066MR1407946
  28. [28] M.L. Silverstein, Symmetric Markov Processes. Lect. Notes in Maths., 426, Berlin- Heidelberg-New York, Springer1974. Zbl0296.60038MR386032
  29. [29] M.T. Sharpe, General theory of Markov processes. New York: Academic Press, 1988. Zbl0649.60079MR958914
  30. [30] M.W. Yoshida, Construction of infinite-dimensional interacting diffusion processes through Dirichlet forms, Probab. Th. Rel. Fields, 106, 1996, pp. 265-297. Zbl0859.60068MR1410690

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.