Finite dimensional approximation of diffusion processes on infinite dimensional spaces
Michael Röckner, T.S. Zhang · Stochastics and stochastics reports · 1996
We prove that the laws of diffusion processes MonE associated with Dirichlet forms of type , where H,E are separable Hilbert spaces, are the weak limits of laws of finite dimensional diffusions. These are associated with the image Dirichlet forms obtained from under projections from {fontuse} onto finite dimensional subspaces in H As a by-product we obtain Hoelcler continuity of the sample paths as well as a new existence proof for the infinite dimensional diffusion M