On time-dependent functionals of diffusions corresponding to divergence form operators

DOI10.1007/s10959-011-0381-4zbMath1282.60077arXiv1003.5484OpenAlexW2010761870MaRDI QIDQ354753

Tomasz Klimsiak

Publication date: 19 July 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.5484

zbMATH Keywords

diffusion processDirichlet processdivergence form operatorparabolic capacitytime-dependent functional

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Probabilistic potential theory (60J45)

Related Items

Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form ⋮ Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations ⋮ BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration ⋮ Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations ⋮ Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data ⋮ Obstacle problem for semilinear parabolic equations with measure data

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