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Mathematics > Probability

arXiv:0711.2144 (math)
[Submitted on 14 Nov 2007]

Title:Reflecting Ornstein-Uhlenbeck processes on pinned path spaces

Authors:Masanori Hino, Hiroto Uchida
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Abstract: Consider a set of continuous maps from the interval $[0,1]$ to a domain in ${\mathbb R}^d$. Although the topological boundary of this set in the path space is not smooth in general, by using the theory of functions of bounded variation (BV functions) on the Wiener space and the theory of Dirichlet forms, we can discuss the existence of the surface measure and the Skorokhod representation of the reflecting Ornstein-Uhlenbeck process associated with the canonical Dirichlet form on this set.
Comments: 19 pages
Subjects: Probability (math.PR)
MSC classes: 60J60; 31C25; 28C20
Cite as: arXiv:0711.2144 [math.PR]
  (or arXiv:0711.2144v1 [math.PR] for this version)
  https://doi.org/10.48550/arXiv.0711.2144
Journal reference: Proceedings of RIMS Workshop on Stochastic Analysis and Applications, 111-128, RIMS Kokyuroku Bessatsu, B6, Res. Inst. Math. Sci. (RIMS), Kyoto, 2008

Submission history

From: Masanori Hino [view email]
[v1] Wed, 14 Nov 2007 10:08:20 UTC (26 KB)
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