Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4590475 | Journal of Functional Analysis | 2014 | 27 Pages |
Abstract
We prove the existence of the O-U Dirichlet form and the damped O-U Dirichlet form on path space over a general non-compact Riemannian manifold which is complete and stochastically complete. We show a weighted log-Sobolev inequality for the O-U Dirichlet form and the (standard) log-Sobolev inequality for the damped O-U Dirichlet form. In particular, the Poincaré inequality (and the super Poincaré inequality) can be established for the O-U Dirichlet form on path space over a class of Riemannian manifolds with unbounded Ricci curvatures. Moreover, we construct a large class of quasi-regular local Dirichlet forms with unbounded random diffusion coefficients on path space over a general non-compact manifold.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Xin Chen, Bo Wu,