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- Publisher
- Springer Journals
- Copyright
- Copyright © 2004 by Springer-Verlag Berlin Heidelberg
- Subject
- Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
- ISSN
- 0168-9673
- eISSN
- 1618-3932
- DOI
- 10.1007/s10255-004-0144-4
- Publisher site
- See Article on Publisher Site
Abstract
In this paper, we study the distorted Ornstein-Uhlenbeck processes associated with given densities on an abstract Wiener space. We prove that the laws of distorted Ornstein-Uhlenbeck processes converge in total variation norm if the densities converge in Sobolev space $$ D^{1}_{2} $$ .
Journal
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Jan 1, 2004