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Applied Mathematics and Optimization, Vol.37, No.3, 295-353, 1998
Exponential integrability and application to stochastic quantization
We study the exponential integrability problem for I-n(f(n)), i.e., E exp{I-n(f(n))} < infinity, where I-n(f(n)) is a multiple Ito-Wiener integral on some Gaussian space arising from the constructive quantum field theory and from stochastic quantization. We also study a class of singular infinite-dimensional stochastic differential equations whose drift coefficients are measurable and unbounded. Using a condition due to Kazamaki, we prove the existence of a weak solution assuming some integrability conditions on the drift coefficient. Then we apply the exponential integrability theorem and the existence theorem to study infinite-dimensional stochastic differential equations of stochastic quantization.
Keywords:CLASSICAL DIRICHLET FORMS;TOPOLOGICAL VECTOR-SPACES;RIGGED HILBERT SPACES;FIELD-THEORY;DIFFUSION-PROCESSES;CALCULUS