Brownian motion with general drift
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Publication:2309583
DOI10.1016/j.spa.2019.08.003zbMath1435.60047arXiv1710.06729OpenAlexW2968463132WikidataQ127405212 ScholiaQ127405212MaRDI QIDQ2309583
Yuliy A. Semënov, Damir Kinzebulatov
Publication date: 1 April 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.06729
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) Singular elliptic equations (35J75)
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Cites Work
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- $C_0$-Semigroups in $L^p ({\bf R}^d )$ and $\widehat{C}({\bf R}^d )$ Spaces Generated by the Differential Expression $\Delta + b \cdot \nabla$
- A new approach to the $L^p$-theory of $-\Delta + b \cdot \nabla$, and its applications to Feller processes with general drifts
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