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Property / author: Michael Roeckner / rank
 
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Latest revision as of 10:33, 30 July 2024

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A natural extension of Markov processes and applications to singular SDEs
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    A natural extension of Markov processes and applications to singular SDEs (English)
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    3 June 2021
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    stochastic differential equation on Hilbert spaces
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    stochastic PDE
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    martingale problem
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    not allowed starting point
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    Girsanov transform
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    nonregular drift
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    Dirichlet form
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    right process
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    fine topology
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