On time-dependent functionals of diffusions corresponding to divergence form operators

DOI10.1007/s10959-011-0381-4zbMath1282.60077arXiv1003.5484MaRDI QIDQ354753

Tomasz Klimsiak

Publication date: 19 July 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.5484

zbMATH Keywords

diffusion process; Dirichlet process; divergence form operator; parabolic capacity; time-dependent functional

Mathematics Subject Classification ID

60G48: Generalizations of martingales

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J60: Diffusion processes

60J45: Probabilistic potential theory

Related Items

Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form, Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations, Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations, Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data, Obstacle problem for semilinear parabolic equations with measure data, BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

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