On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions

DOI10.1515/form.2003.022zbMath1028.31007OpenAlexW1964974030MaRDI QIDQ4807672

Gerald Trutnau

Publication date: 25 May 2003

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/form.2003.022

zbMATH Keywords

invariant measuresIto's formulaHunt processesgeneralized Dirichlet forms

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60)

Related Items (10)

Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds ⋮ A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions ⋮ Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms ⋮ Optimal Control of Nonlinear Stochastic Differential Equations on Hilbert Spaces ⋮ On the stochastic regularity of distorted Brownian motions ⋮ Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms ⋮ Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients ⋮ Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve ⋮ About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains ⋮ Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results

Cites Work

• Dirichlet forms and analysis on Wiener space
• Dirichlet forms and symmetric Markov processes
• ON HUNT PROCESSES AND STRICT CAPACITIES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS
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