On time-dependent functionals of diffusions corresponding to divergence form operators
From MaRDI portal
Publication:354753
DOI10.1007/s10959-011-0381-4zbMath1282.60077arXiv1003.5484OpenAlexW2010761870MaRDI QIDQ354753
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
diffusion processDirichlet processdivergence form operatorparabolic capacitytime-dependent functional
Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Probabilistic potential theory (60J45)
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 ⋮ BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration ⋮ 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
Cites Work
- On the integral representation of certain local functionals
- Méthodes d'ordre dans l'interpretation de certaines inéquations variationnelles et applications. (Order methods in the interpretation of certain variational inequalities and applications.)
- A proof of the Lewy-Stampacchia's inequality by a penalization method
- Dirichlet forms and symmetric Markov processes
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Stochastic representation of diffusions corresponding to divergence form operators
- On functions transforming a Wiener process into a semimartingale
- Backward SDEs and Cauchy problem for semilinear equations in divergence form
- On semi-martingale characterizations of functionals of symmetric Markov processes
- The limits of stochastic integrals of differential forms
- On non-continuous Dirichlet processes
- Itô formula for uniformly elliptic diffusions and Dirichlet processes
- Quadratic covariation and an extension of Itô's formula
- Existence and uniqueness of entropy solutions for nonlinear elliptic equations with measure data
- On Itô's formula for multidimensional Brownian motion
- A probabilistic interpretation of the divergence and BSDE's.
- A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE.
- On Backward Stochastic Differential Equations Approach to Valuation of American Options
- The theory of generalized Dirichlet forms and its applications in analysis and stochastics
- Parabolic Capacity and Sobolev Spaces
- Les processus de dirichlet et tant qu'espace de banach
- Wiener estimates for parabolic obstacle problems
- On a construction of Markov processes associated with time dependent Dirichlet spaces
- TIME-DEPENDENT DIRICHLET FORMS AND RELATED STOCHASTIC CALCULUS
- An invariance principle for the law of the iterated logarithm
- On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
- Weak solutions for SPDE's and backward doubly stochastic differential equations
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
