About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains

DOI10.1016/j.jfa.2004.08.007zbMath1071.60069OpenAlexW2075115879MaRDI QIDQ1772691

Gerald Trutnau, Francesco Russo

Publication date: 21 April 2005

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2004.08.007

zbMATH Keywords

boundary problemsMarkov semigroupsdiffusion processesDirichlet spaces

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Diffusion processes (60J60)

Related Items (9)

On path-dependent SDEs involving distributional drifts ⋮ The killed Brox diffusion ⋮ Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators ⋮ On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets ⋮ Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve ⋮ Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve ⋮ EXISTENCE AND APPROXIMATION OF HUNT PROCESSES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS ⋮ Multidimensional stochastic differential equations with distributional drift ⋮ Obstacle problem for semilinear parabolic equations with measure data

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