Reflecting Ornstein-Uhlenbeck processes on pinned path spaces

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dc.creatorHino, Masanori
dc.creatorUchida, Hiroto
dc.date2007-11-14
dc.date.accessioned2026-07-07T09:33:36Z
dc.date.available2026-07-07T09:33:36Z
dc.descriptionConsider 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.
dc.description19 pages
dc.identifierhttps://arxiv.org/abs/0711.2144
dc.identifierhttp://arxiv.org/abs/0711.2144
dc.identifierProceedings of RIMS Workshop on Stochastic Analysis and Applications, 111-128, RIMS Kokyuroku Bessatsu, B6, Res. Inst. Math. Sci. (RIMS), Kyoto, 2008
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/159190
dc.subjectProbability
dc.subject60J60; 31C25; 28C20
dc.titleReflecting Ornstein-Uhlenbeck processes on pinned path spaces
dc.typetext

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