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Explosion problems for symmetric diffusion processes - MaRDI portal

Explosion problems for symmetric diffusion processes (Q1057573)

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scientific article; zbMATH DE number 3897963
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Explosion problems for symmetric diffusion processes
scientific article; zbMATH DE number 3897963

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    Explosion problems for symmetric diffusion processes (English)
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    1984
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    Let L be a strictly elliptic partial differential operator with measurable coefficients of the form \[ L=b^{- 1}\sum^{n}_{i,j=1}\frac{\partial}{\partial x_ i}(a_{ij}\frac{\partial}{\partial x_ j}). \] Denote by \((X_ t,\zeta,P_ x)\) the unique minimal diffusion process generated by L, where \(\zeta\) is the explosion time. The author states several theorems giving criteria for \(P_ x(\xi =+\infty)=1\) and for explosion in finite time in terms of capacities and of the coefficients of L. No proofs are given.
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    minimal diffusion process
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    explosion time
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