Finite Dimensional Approximation of Diiusion Processes on Innnite Dimensional Spaces
نویسنده
چکیده
We prove that the laws of diiusion processes M on E associated with Dirichlet forms of type E(u; v) = R E hA(z)ru(z); rv(z)i H (dz), where H, E are separable Hilbert spaces, are the weak limits of laws of nite dimensional diiusions. These are associated with the image Dirichlet forms obtained from E under projections from E onto nite dimensional subspaces in H. As a by-product we obtain Hoelder continuity of the sample paths as well as a new existence proof for the innnite dimensional diiusion M.
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تاریخ انتشار 1996