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Journal of Functional Analysis
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Journal of Functional Analysis
Article . 1976
License: Elsevier Non-Commercial
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Journal of Functional Analysis
Article . 1976 . Peer-reviewed
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Potential theory associated with Uhlenbeck-Ornstein process

Authors: Kuo, Hui-Hsiung;

Potential theory associated with Uhlenbeck-Ornstein process

Abstract

AbstractSome parallel results of Gross' paper (Potential theory on Hilbert space, J. Functional Analysis 1 (1967), 123–181) are obtained for Uhlenbeck-Ornstein process U(t) in an abstract Wiener space (H, B, i). Generalized number operator N is defined by Nf(x) = −lim∈←0{E[f(U(τ∈ξ))] − f(x)}/E[τ∈ξ, where τxϵ is the first exit time of U(t) starting at x from the ball of radius ϵ with center x. It is shown that Nf(x) = −trace D2f(x)+〈Df(x),x〉 for a large class of functions f. Let rt(x, dy) be the transition probabilities of U(t). The λ-potential Gλf, λ > 0, and normalized potential Rf of f are defined by Gλf(X) = ∫0∞ e−λtrtf(x) dt and Rf(x) = ∫0∞ [rtf(x) − rtf(0)] dt. It is shown that if f is a bounded Lip-1 function then trace D2Gλf(x) − 〈DGλf(x), x〉 = −f(x) + λGλf(x) and trace D2Rf(x) − 〈DRf(x), x〉 = −f(x) + ∫Bf(y)p1(dy), where p1 is the Wiener measure in B with parameter 1. Some approximation theorems are also proved.

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Keywords

Brownian motion, Diffusion processes, Analysis

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
15
Average
Top 10%
Average
hybrid