Solutions of stochastic partial differential equations considered as Dirichlet processes
Solutions of stochastic partial differential equations considered as Dirichlet processes
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DOI：
10.3150/bj/1099579156
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发表时间：
2004-10
期刊：
影响因子：
1.5
通讯作者：
D. Laurent
中科院分区：
文献类型：
--
作者：
D. Laurent
其中f和g被假定为Lipschitz算子，L是与定义在有限维或无限维空间上的Dirichlet形式相关联的自伴算子。我们证明了它有一个唯一的解，这是一个Dirichlet过程，由于Dirichlet过程的It6公式，我们证明了一个
where f and g are supposed to be Lipschitzian and L is a self-adjoint operator associated with a Dirichlet form defined on a finite- or infinite-dimensional space. We prove that it admits a unique solution which is a Dirichlet process and, thanks to It6 formula for Dirichlet processes, we prove a