A non-symmetric diffusion process on the Wiener space
Access this Article
Search this Article
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.
- Mathematical Journal of Okayama University
Mathematical Journal of Okayama University 60(1), 137-153, 2018-01
Department of Mathematics, Faculty of Science, Okayama University