On singular stochastic differential equations and Dirichlet forms

zbMath1399.31012arXiv1611.04885MaRDI QIDQ4594006

Gerald Trutnau, Jiyong Shin

Publication date: 16 November 2017

Full work available at URL: https://arxiv.org/abs/1611.04885

zbMATH Keywords

non-symmetric Dirichlet formsDirichlet formsMuckenhoupt weightsFeller processespathwise uniquenessskew Brownian motionreflected Brownian motionstrong Feller propertytransition functionsstrong solutions of stochastic differential equationspermeable membranesabsolute continuity conditiondistorted Brownian motionsingular diffusion processes2-admissible weightsmulti-dimensional local timenon-explosion criteria

Mathematics Subject Classification ID

Dirichlet forms (31C25) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Potentials and capacities on other spaces (31C15) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

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