Conservativeness of diffusion processes with drift

DOI10.1090/S0002-9939-04-07283-1zbMATH Open1043.60066MaRDI QIDQ4813693FDOQ4813693

Authors: Kazuhiro Kuwae 

Publication date: 13 August 2004

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

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zbMATH Keywords

conservativenessGirsanov transformationSobolev inequalityDirichlet formexponential martingalesupermartingaleKato class functionNovikov's conditionHardy class function

Mathematics Subject Classification ID

Diffusion processes (60J60) Dirichlet forms (31C25) Probabilistic potential theory (60J45)

Cites Work

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Cited In (10)

• Conservative diffusions
• Non-symmetric perturbations of symmetric Dirichlet forms.
• Title not available (Why is that?)
• Invariant sets and ergodic decomposition of local semi-Dirichlet forms
• The conservativeness of Girsanov transformed for symmetric jump-diffusion process
• On Calabi's strong maximum principle via local semi-Dirichlet forms
• Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
• A comparison of numerical and semi-analytical proper orthogonal decomposition methods for a fluttering plate
• Conservativeness criteria of Girsanov transformation for non-symmetric jump-diffusion
• Lower order perturbations of Dirichlet processes

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