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)

zbMATH Keywords

conservativenessGirsanov transformationSobolev inequalityDirichlet formexponential martingalesupermartingaleKato class functionNovikov's conditionHardy class function

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(10)

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

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