Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions

MaRDI QIDQ1581877zbMATH OpenFDO

Authors Gerald Trutnau

Publication date 13 June 2001

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Dirichlet formsadditive functionalsstochastic integrals

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stochastic integrals (60H05) Probabilistic potential theory (60J45)

Recommendations

• scientific article; zbMATH DE number 1520330
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• scientific article; zbMATH DE number 754518
• Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
• scientific article; zbMATH DE number 4086678
• scientific article; zbMATH DE number 140584
• Stochastic calculus related to non-symmetric Dirichlet forms

Cited in

(25)

• Time-dependent diffusion operators on \(L^1\)
• Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
• Markov uniqueness and Fokker-Planck-Kolmogorov equations
• On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions
• Fukushima type decomposition for semi-Dirichlet forms
• Stochastic calculus for Markov processes associated with semi-Dirichlet forms
• Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
• About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process
• About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains
• Hypocoercivity for Kolmogorov backward evolution equations and applications
• Nonlinear parabolic SPDEs involving Dirichlet operators
• scientific article; zbMATH DE number 1520330 (Why is no real title available?)
• Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
• Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
• Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms
• TIME-DEPENDENT DIRICHLET FORMS AND RELATED STOCHASTIC CALCULUS
• On Dirichlet forms and semi-Dirichlet forms. Remarks on the book ``Semi-Dirichlet forms and Markov processes by Yoichi Oshima
• Weak Dirichlet processes with a stochastic control perspective
• Functional inequalities and an application for parabolic stochastic partial differential equations containing rotation
• On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets
• The theory of generalized Dirichlet forms and its applications in analysis and stochastics
• Smooth measures and capacities associated with nonlocal parabolic operators
• Backward problems for stochastic differential equations on the Sierpinski gasket
• Recent progress on the Dirichlet forms associated with stochastic quantization problems
• scientific article; zbMATH DE number 948786 (Why is no real title available?)

This page was built for publication: Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1581877)