FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES
Tairui Zhang · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2001
In this paper, we prove that the laws of diffusion processes on a Banach space X associated with quadratic forms (not necessarily symmetric) are the weak limits of laws of finite dimensional diffusions. A new existence proof for the infinite dimensional diffusion processes is obtained as a by-product.