Conservativeness of diffusion processes with drift

DOI10.1090/S0002-9939-04-07283-1zbMath1043.60066MaRDI QIDQ4813693

Kazuhiro Kuwae

Publication date: 13 August 2004

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

zbMATH Keywords

conservativenessDirichlet formSobolev inequalityGirsanov transformationexponential martingalesupermartingaleKato class functionNovikov's conditionHardy class function

Mathematics Subject Classification ID

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

Related Items (4)

On Calabi's strong maximum principle via local semi-Dirichlet forms ⋮ Non-symmetric perturbations of symmetric Dirichlet forms. ⋮ A comparison of numerical and semi-analytical proper orthogonal decomposition methods for a fluttering plate ⋮ Invariant sets and ergodic decomposition of local semi-Dirichlet forms

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