A construction of diffusion processes with singular product measures

DOI10.1007/BF00531611zbMath0433.60077MaRDI QIDQ3871689

Matsuyo Tomisaki

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

diffusion process; Sobolev embedding

Mathematics Subject Classification ID

60J60: Diffusion processes

Related Items

On the existence of solutions of stochastic differential equations with singular drifts, On stochastic differential equations characterizing some singular diffusion processes, Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation, Explosion Problems for Symmetric Diffusion Processes, Some singular diffusion processes and their associated stochastic differential equations

Cites Work

• Proprietà di alcune classi di funzioni in più variabili
• Superposition of diffusion processes
• On the asymptotic behaviors of transition probability densities of one- dimensional diffusion processes
• Principe complet du maximum et contractions
• Regular points and Green functions in Markov processes
• General boundary conditions for multi-dimensional diffusion processes
• Local property of Dirichlet forms and continuity of sample paths
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