Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results

DOI10.3934/dcdsb.2016095zbMath1364.31012arXiv1503.08273OpenAlexW2335292316MaRDI QIDQ727484

Gerald Trutnau, Jiyong Shin, Michael Roeckner

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.08273

zbMATH Keywords

stochastic differential equationnon-symmetric Dirichlet form

Mathematics Subject Classification ID

Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Related Items (7)

Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights ⋮ Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators ⋮ Singular weighted Sobolev spaces and diffusion processes: an example (due to V.V. Zhikov) ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ On stochastic Itô processes with drift in \(L_d\) ⋮ Conservativeness criteria for generalized Dirichlet forms ⋮ Recurrence criteria for generalized Dirichlet forms

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Dirichlet forms and symmetric Markov processes.
• Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Nonlinear potential theory and weighted Sobolev spaces
• Strong solutions of stochastic equations with singular time dependent drift
• Semi-Dirichlet forms and Markov processes
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Hölder Flow and Differentiability for SDEs with Nonregular Drift
• The local regularity of solutions of degenerate elliptic equations
• On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions
• On the stochastic regularity of distorted Brownian motions
• Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
• Markov Processes, Brownian Motion, and Time Symmetry
• ON HUNT PROCESSES AND STRICT CAPACITIES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS

This page was built for publication: Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results