
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.
Brownian motion, Diffusion processes, Analysis
Brownian motion, Diffusion processes, Analysis
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