Which is the markovian process associated to the Dirichlet form given by the inner product?
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I know that there is a relation between Dirichlet forms and Markov processes. In particular, for every regular Dirichlet form, there exist a Markovian process associated. I would like to understand the simplest case, by taking the Dirichlet form $(mathcal{E},D(mathcal{E}))$, where
$mathcal{E}(u,v)= <u,v>_2$,
$D(mathcal{E})=L^2$.
I think that this form is a Dirichlet simmetric regular form, and it's associated to the Dirichlet operator $(-I,L^2)$ and to the sub-Markovian semigroup $P_t=e^{-t}I$.
Which is the markovian process associated? Is that easy to compute, maybe by choosing $(mathbb{R},dx)$ as state space?
functional-analysis stochastic-processes operator-theory markov-process bilinear-form
asked Nov 17 at 18:46
Andrea Mosca
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up vote
0
down vote
favorite
I know that there is a relation between Dirichlet forms and Markov processes. In particular, for every regular Dirichlet form, there exist a Markovian process associated. I would like to understand the simplest case, by taking the Dirichlet form $(mathcal{E},D(mathcal{E}))$, where
$mathcal{E}(u,v)= <u,v>_2$,
$D(mathcal{E})=L^2$.
I think that this form is a Dirichlet simmetric regular form, and it's associated to the Dirichlet operator $(-I,L^2)$ and to the sub-Markovian semigroup $P_t=e^{-t}I$.
Which is the markovian process associated? Is that easy to compute, maybe by choosing $(mathbb{R},dx)$ as state space?
functional-analysis stochastic-processes operator-theory markov-process bilinear-form
asked Nov 17 at 18:46
Andrea Mosca
11
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I know that there is a relation between Dirichlet forms and Markov processes. In particular, for every regular Dirichlet form, there exist a Markovian process associated. I would like to understand the simplest case, by taking the Dirichlet form $(mathcal{E},D(mathcal{E}))$, where
$mathcal{E}(u,v)= <u,v>_2$,
$D(mathcal{E})=L^2$.
I think that this form is a Dirichlet simmetric regular form, and it's associated to the Dirichlet operator $(-I,L^2)$ and to the sub-Markovian semigroup $P_t=e^{-t}I$.
Which is the markovian process associated? Is that easy to compute, maybe by choosing $(mathbb{R},dx)$ as state space?
functional-analysis stochastic-processes operator-theory markov-process bilinear-form
asked Nov 17 at 18:46
Andrea Mosca
11
I know that there is a relation between Dirichlet forms and Markov processes. In particular, for every regular Dirichlet form, there exist a Markovian process associated. I would like to understand the simplest case, by taking the Dirichlet form $(mathcal{E},D(mathcal{E}))$, where
$mathcal{E}(u,v)= <u,v>_2$,
$D(mathcal{E})=L^2$.
I think that this form is a Dirichlet simmetric regular form, and it's associated to the Dirichlet operator $(-I,L^2)$ and to the sub-Markovian semigroup $P_t=e^{-t}I$.
Which is the markovian process associated? Is that easy to compute, maybe by choosing $(mathbb{R},dx)$ as state space?
functional-analysis stochastic-processes operator-theory markov-process bilinear-form
functional-analysis stochastic-processes operator-theory markov-process bilinear-form
asked Nov 17 at 18:46
Andrea Mosca
11
asked Nov 17 at 18:46
Andrea Mosca
11
asked Nov 17 at 18:46
Andrea Mosca
11
asked Nov 17 at 18:46
Andrea Mosca
11
asked Nov 17 at 18:46
Andrea Mosca
11
11
add a comment |
add a comment |
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