A construction of diffusion processes with singular product measures

DOI10.1007/BF00531611zbMath0433.60077MaRDI QIDQ3871689

Matsuyo Tomisaki

Publication date: 1980

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

diffusion processSobolev embedding

Mathematics Subject Classification ID

Diffusion processes (60J60)

Related Items (7)

Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation ⋮ On the stochastic regularity of distorted Brownian motions ⋮ On stochastic differential equations characterizing some singular diffusion processes ⋮ Two Brownian particles with rank-based characteristics and skew-elastic collisions ⋮ Explosion Problems for Symmetric Diffusion Processes ⋮ Some singular diffusion processes and their associated stochastic differential equations ⋮ On the existence of solutions of stochastic differential equations with singular drifts

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• Principe complet du maximum et contractions
• Regular points and Green functions in Markov processes
• General boundary conditions for multi-dimensional diffusion processes
• Local property of Dirichlet forms and continuity of sample paths

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