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

zbMATH Open0963.60071MaRDI QIDQ1581877FDOQ1581877

Authors: Gerald Trutnau 

Publication date: 13 June 2001

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

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zbMATH Keywords

Dirichlet formsadditive functionalsstochastic integrals

Mathematics Subject Classification ID

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

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
• Title not available (Why is that?)
• Nonlinear parabolic SPDEs involving Dirichlet operators
• Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
• Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
• TIME-DEPENDENT DIRICHLET FORMS AND RELATED STOCHASTIC CALCULUS
• Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms
• 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
• Title not available (Why is that?)

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