BSDE and generalized Dirichlet forms: The infinite dimensional case
نویسندگان
چکیده
منابع مشابه
Dirichlet forms: Some infinite dimensional examples
The theory of Dirichlet forms deserves to be better known. It is an area of Markov process theory that uses the energy of functionals to study a Markov process from a quantitative point of view. For instance, the recent notes of Saloff-Coste [S-C] use Dirichlet forms to analyze Markov chains with finite state space, by making energy comparisons. In this way, information about a simple chain is ...
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ژورنال
عنوان ژورنال: Forum Mathematicum
سال: 2015
ISSN: 0933-7741,1435-5337
DOI: 10.1515/forum-2012-0007