A natural extension of Markov processes and applications to singular SDEs
DOI10.1214/20-AIHP1047zbMath1465.60056arXiv1904.01607OpenAlexW3094294378MaRDI QIDQ2028945
Iulian Cîmpean, Lucian Beznea, Michael Roeckner
Publication date: 3 June 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01607
fine topologyDirichlet formmartingale problemright processstochastic PDEGirsanov transformnonregular driftnot allowed starting pointstochastic differential equation on Hilbert spaces
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Probabilistic potential theory (60J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Transition functions, generators and resolvents (60J35) Multiplicative functionals and Markov processes (60J57) Right processes (60J40)
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