On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions

DOI10.1515/FORM.2003.022MaRDI QIDQ4807672zbMATH OpenOpenAlexFDO

Authors Gerald Trutnau

Publication date 25 May 2003

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/form.2003.022

zbMATH Keywords

invariant measuresIto's formulaHunt processesgeneralized Dirichlet forms

Mathematics Subject Classification ID

Diffusion processes (60J60) Dirichlet forms (31C25)

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Cites work

• scientific article; zbMATH DE number 3483022 (Why is no real title available?)
• scientific article; zbMATH DE number 1520330 (Why is no real title available?)
• scientific article; zbMATH DE number 1417210 (Why is no real title available?)
• scientific article; zbMATH DE number 3251312 (Why is no real title available?)
• Dirichlet forms and analysis on Wiener space
• Dirichlet forms and symmetric Markov processes
• ON HUNT PROCESSES AND STRICT CAPACITIES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS

Cited in

(14)

• Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
• Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
• Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve
• About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains
• scientific article; zbMATH DE number 1520330 (Why is no real title available?)
• On the stochastic regularity of distorted Brownian motions
• Optimal control of nonlinear stochastic differential equations on Hilbert spaces
• Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
• Time-dependent diffusion operators on \(L^1\)
• Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms
• scientific article; zbMATH DE number 2112850 (Why is no real title available?)
• A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions
• Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
• Path continuity of Markov processes and locality of Kolmogorov operators

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