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Construction of Diffusions on Configuration Spaces
"... We show that any square field operator on a measurable state space E can be lifted by a natural procedure to a square field operator on the corresponding (multiple) configuration space \Gamma E . We then show the closability of the associated lifted (pre)Dirichlet forms E \Gamma ¯ on L 2 (\Ga ..."
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Cited by 38 (3 self)
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We show that any square field operator on a measurable state space E can be lifted by a natural procedure to a square field operator on the corresponding (multiple) configuration space \Gamma E . We then show the closability of the associated lifted (pre)Dirichlet forms E \Gamma ¯ on L 2 (\Gamma E ; ¯) for a large class of measures ¯ on \Gamma E (without assuming an integration by parts formula) generalizing all corresponding results known so far. Subsequently, we prove that under mild conditions the Dirichlet forms E \Gamma ¯ are quasiregular, and that hence there exist associated diffusions on \Gamma E , provided E is a complete separable metric space and \Gamma E is equipped with a suitable topology, which is the vague topology if E is locally compact. We discuss applications to the case where E is a finite dimensional manifold yielding an existence result on diffusions on \Gamma E which was already announced in [AKR96a, AKR96b], resp. used in [AKR98, AKR97b]. Furthermore...
TORSIONAL RIGIDITY OF SUBMANIFOLDS WITH CONTROLLED GEOMETRY
, 806
"... Abstract. We prove explicit upper and lower bounds for the torsional rigidity of extrinsic domains of submanifolds P m with controlled radial mean curvature in ambient Riemannian manifolds N n with a pole p and with sectional curvatures bounded from above and from below, respectively. These bounds a ..."
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Cited by 5 (4 self)
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Abstract. We prove explicit upper and lower bounds for the torsional rigidity of extrinsic domains of submanifolds P m with controlled radial mean curvature in ambient Riemannian manifolds N n with a pole p and with sectional curvatures bounded from above and from below, respectively. These bounds are given in terms of the torsional rigidities of corresponding Schwarz symmetrizations of the domains in warped product model spaces. Our main results are obtained using methods from previously established isoperimetric inequalities, as found in e.g. [MP4] and [MP5]. As in [MP4] we also characterize the geometry of those situations in which the bounds for the torsional rigidity are actually attained and study the behavior at infinity of the socalled geometric average of the mean exit time for Brownian motion. 1.
OPTIMAL STOPPING AND IMPULSIVE CONTROL OF ONEDIMENSIONAL DIFFUSION PROCESSES
, 1985
"... Optimal stopping and impulsive control of onedimensional diffusion processes ..."
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Optimal stopping and impulsive control of onedimensional diffusion processes