Extended convergence of dirichlet processes
Andrzej Rozkosz, Leszek Słomiński · Stochastics and stochastics reports · 1998
We find conditions ensuring that a weak limit of Dirichlet processes is a Dirichlet process with respect to the given filtration. As an application we show that a diffusion process corresponding to uniformly elliptic second order divergence form operator is a Dirichlet process with respect to the natural filtration it generates