Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results

DOI10.3934/DCDSB.2016095zbMath1364.31012arXiv1503.08273OpenAlexW2335292316MaRDI QIDQ727484

Gerald Trutnau, Jiyong Shin, Michael Roeckner

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.08273

zbMATH Keywords

stochastic differential equationnon-symmetric Dirichlet form

Mathematics Subject Classification ID

Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Related Items (7)

Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights ⋮ Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators ⋮ Singular weighted Sobolev spaces and diffusion processes: an example (due to V.V. Zhikov) ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ On stochastic Itô processes with drift in \(L_d\) ⋮ Conservativeness criteria for generalized Dirichlet forms ⋮ Recurrence criteria for generalized Dirichlet forms

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