Dirichlet Forms Constructed from Annihilation Operators on Bernoulli Functionals

Caishi Wang and Beiping Wang

Advances in Mathematical Physics, 2017, vol. 2017, 1-7

Abstract:

The annihilation operators on Bernoulli functionals (Bernoulli annihilators, for short) and their adjoint operators satisfy a canonical anticommutation relation (CAR) in equal-time. As a mathematical structure, Dirichlet forms play an important role in many fields in mathematical physics. In this paper, we apply the Bernoulli annihilators to constructing Dirichlet forms on Bernoulli functionals. Let be a nonnegative function on . By using the Bernoulli annihilators, we first define in a dense subspace of -space of Bernoulli functionals a positive, symmetric, bilinear form associated with . And then we prove that is closed and has the contraction property; hence, it is a Dirichlet form. Finally, we consider an interesting semigroup of operators associated with on -space of Bernoulli functionals, which we call the -Ornstein-Uhlenbeck semigroup, and, by using the Dirichlet form, we show that the -Ornstein-Uhlenbeck semigroup is a Markov semigroup.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlamp:8278161

DOI: 10.1155/2017/8278161

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