Pointwise weak existence of distorted skew Brownian motion with respect to discontinuous Muckenhoupt weights

zbMath1389.60099arXiv1311.7607MaRDI QIDQ5367164

Gerald Trutnau, Jiyong Shin

Publication date: 12 October 2017

Full work available at URL: https://arxiv.org/abs/1311.7607

zbMATH Keywords

Dirichlet formsdiffusion processesskew Brownian motionpermeable membranesdistorted Brownian motionmultidimensional local time

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Dirichlet forms (31C25) Diffusion processes (60J60) Potentials and capacities on other spaces (31C15) Local time and additive functionals (60J55)

Related Items (2)

Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights ⋮ On the stochastic regularity of distorted Brownian motions

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