Conservativeness of diffusion processes with drift

DOI10.1090/S0002-9939-04-07283-1MaRDI QIDQ4813693zbMATH OpenFDO

Authors Kazuhiro Kuwae

Publication date 13 August 2004

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0002-9939-04-07283-1

zbMATH Keywords

conservativenessDirichlet formexponential martingaleGirsanov transformationHardy class functionKato class functionNovikov's conditionSobolev inequalitysupermartingale

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Diffusion processes (60J60)

Recommendations

• Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
• The conservativeness of Girsanov transformed for symmetric jump-diffusion process
• scientific article; zbMATH DE number 1494234
• Conservativeness criteria of Girsanov transformation for non-symmetric jump-diffusion
• The conservativeness of Girsanov transformed symmetric Markov processes

Cites work

• Additive functionals, nowhere Radon and Kato class smooth measures associated with Dirichlet forms
• An intrinsic metric approach to uniqueness of the positive Cauchy problem for parabolic equations
• Analysis on local Dirichlet spaces. III: The parabolic Harnack inequality
• Brownian motion and harnack inequality for Schrödinger operators
• Diffusion processes and heat kernels on metric spaces
• Dirichlet forms and symmetric Markov processes
• Functional calculus for Dirichlet forms
• Hardy inequalities on non-compact Riemannian manifolds
• Hardy's inequality for Dirichlet forms
• scientific article; zbMATH DE number 4061989 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 1993720 (Why is no real title available?)
• scientific article; zbMATH DE number 836639 (Why is no real title available?)
• Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
• Le problème de Dirichlet pour les équations elliptiques du second ordre à coefficients discontinus
• Lower order perturbations of Dirichlet processes
• Markov processes associated with semi-Dirichlet forms
• Maximum Principles for Subharmonic Functions Via Local Semi-Dirichlet Forms
• Non-symmetric perturbations of symmetric Dirichlet forms.
• On \(C_ 0\)-semigroups generated by elliptic second order differential expressions on \(L^ p\)-spaces
• On a pointwise estimate for parabolic differential equations
• On the \(L_{p}\)-theory of \(C_{0}\)-semigroups associated with second-order elliptic operators. I
• On the \(L_{p}\)-theory of \(C_{0}\)-semigroups associated with second-order elliptic operators. II
• Perturbation of Dirichlet forms by measures
• Unique continuation for elliptic operators: A geometric-variational approach
• Unique continuation in geometry

Cited in

(11)

• Non-symmetric perturbations of symmetric Dirichlet forms.
• On Calabi's strong maximum principle via local semi-Dirichlet forms
• Invariant sets and ergodic decomposition of local semi-Dirichlet forms
• scientific article; zbMATH DE number 3925934 (Why is no real title available?)
• scientific article; zbMATH DE number 1494234 (Why is no real title available?)
• The conservativeness of Girsanov transformed for symmetric jump-diffusion process
• Lower order perturbations of Dirichlet processes
• A comparison of numerical and semi-analytical proper orthogonal decomposition methods for a fluttering plate
• Conservativeness criteria of Girsanov transformation for non-symmetric jump-diffusion
• Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
• Conservative diffusions

This page was built for publication: Conservativeness of diffusion processes with drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4813693)