A natural extension of Markov processes and applications to singular SDEs
DOI10.1214/20-AIHP1047zbMath1465.60056arXiv1904.01607MaRDI QIDQ2028945
Iulian Cîmpean, Lucian Beznea, Michael Roeckner
Publication date: 3 June 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01607
fine topology; Dirichlet form; martingale problem; right process; stochastic PDE; Girsanov transform; nonregular drift; not allowed starting point; stochastic differential equation on Hilbert spaces
60J25: Continuous-time Markov processes on general state spaces
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
31C25: Dirichlet forms
47D07: Markov semigroups and applications to diffusion processes
60J45: Probabilistic potential theory
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60J35: Transition functions, generators and resolvents
60J57: Multiplicative functionals and Markov processes
60J40: Right processes
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