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A class of infinite dimensional stochastic processes with unbounded diffusion
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology.
2013 (English)Licentiate thesis, monograph (Other academic)
Abstract [en]

The aim of this work is to provide an introduction into the theory of infinite dimensional stochastic processes. The thesis contains the paper A class of infinite dimensional stochastic processes with unbounded diffusion written at Linköping University during 2012. The aim of that paper is to take results from the finite dimensional theory into the infinite dimensional case. This is done via the means of a coordinate representation. It is shown that for a certain kind of Dirichlet form with unbounded diffusion, we have properties such as closability, quasi-regularity, and existence of local first and second moment of the associated process. The starting chapters of this thesis contain the prerequisite theory for understanding the paper. It is my hope that any reader unfamiliar with the subject will find this thesis useful, as an introduction to the field of infinite dimensional processes.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2013. , 52 p.
Linköping Studies in Science and Technology. Thesis, ISSN 0280-7971 ; 1612
Keyword [en]
Malliavin calculus, Dirichlet form on Wiener space, unbounded diffusion
National Category
Probability Theory and Statistics
URN: urn:nbn:se:liu:diva-96583Local ID: LIU-TEK-LIC-2013:46ISBN: 978-91-7519-536-0 (print)OAI: diva2:642221
2013-09-12, Planck,Fysikhuset, Campus Valla, Linköpings universitet, Linköping, 13:15 (English)
Available from: 2013-09-11 Created: 2013-08-21 Last updated: 2013-09-16Bibliographically approved

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Karlsson, John
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