Conservativeness of diffusion processes with drift (Q4813693)
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scientific article; zbMATH DE number 2091088
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conservativeness of diffusion processes with drift |
scientific article; zbMATH DE number 2091088 |
Statements
Conservativeness of diffusion processes with drift (English)
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13 August 2004
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Dirichlet form
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Kato class function
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Hardy class function
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Sobolev inequality
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Novikov's condition
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supermartingale
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exponential martingale
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conservativeness
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Girsanov transformation
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