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
Convergence of symmetric diffusions on Wiener spaces
POSILICANO, ANDREA;
2004-01-01
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
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