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A non-symmetric diffusion process on the Wiener space

Ichirō Shigekawa

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Abstract

We discuss a non-symmetric diffusion process on the Wiener space. The process we consider is generated by A = L + b, L being the Ornstein-Uhlenbeck operator and b being a vector �eld. Under suitable integrability condition for b, we show the existence of associated diffusion process. We also investigate the domain of the generator. Further we consider a similar problem in the �nite dimensional Euclidean space.

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We discuss a non-symmetric diffusion process on the Wiener space. The process we consider is generated by A = L + b, L being the Ornstein-Uhlenbeck operator and b being a vector �eld. Under suitable integrability condition for b, we show the existence of associated diffusion process. We also investigate the domain of the generator. Further we consider a similar problem in the �nite dimensional Euclidean space.

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Available abstract

We discuss a non-symmetric diffusion process on the Wiener space. The process we consider is generated by A = L + b, L being the Ornstein-Uhlenbeck operator and b being a vector �eld. Under suitable integrability condition for b, we show the existence of associated diffusion process. We also investigate the domain of the generator. Further we consider a similar problem in the �nite dimensional Euclidean space.

Key concepts: Euclidean space, Mathematics, Diffusion process, Diffusion, Generator (circuit theory), Space (punctuation), Classical Wiener space, Domain (mathematical analysis)

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