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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Applied mathematics & optimization 40 (1999), S. 341-354 
    ISSN: 1432-0606
    Keywords: Key words. Two-dimensional polymer measure, Closability, Dirichlet forms, Diffusion processes, Ergodicity, Quasi-invariance. AMS Classification. Primary 60J65, Secondary 60H30.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract. We prove that there exists a diffusion process whose invariant measure is the two-dimensional polymer measure ν g . The diffusion is constructed by means of the theory of Dirichlet forms on infinite-dimensional state spaces. We prove the closability of the appropriate pre-Dirichlet form which is of gradient type, using a general closability result by two of the authors. This result does not require an integration by parts formula (which does not hold for the two-dimensional polymer measure ν g ) but requires the quasi-invariance of ν g along a basis of vectors in the classical Cameron—Martin space such that the Radon—Nikodym derivatives (have versions which) form a continuous process. We also show the Dirichlet form to be irreducible or equivalently that the diffusion process is ergodic under time translations.
    Type of Medium: Electronic Resource
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