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Volumn 221, Issue 1, 2005, Pages 37-82

About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains

Author keywords

Boundary value problems for second order; Diffusion processes; Dirichlet spaces; Local time and additive functionals; Markov semigroups and applications to diffusion processes; One parameter semigroups and linear evolution equations; Parabolic equations; Parabolic partial differential equations of degenerate type

Indexed keywords


EID: 14644444606     PISSN: 00221236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfa.2004.08.007     Document Type: Article
Times cited : (13)

References (20)
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  • 6
    • 0000968856 scopus 로고
    • On skew Brownian motion
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    • Harrison, J.M.1    Shepp, L.A.2
  • 10
    • 0001200023 scopus 로고
    • On a construction of Markov processes associated with time dependent Dirichlet forms
    • Oshima Y. On a construction of Markov processes associated with time dependent Dirichlet forms Forum Math. 4 1992 395-415
    • (1992) Forum Math. , vol.4 , pp. 395-415
    • Oshima, Y.1
  • 11
    • 84972579170 scopus 로고
    • Some properties of Markov processes associated with time dependent Dirichlet forms
    • Oshima Y. Some properties of Markov processes associated with time dependent Dirichlet forms Osaka J. Math. 29 1992 103-127
    • (1992) Osaka J. Math. , vol.29 , pp. 103-127
    • Oshima, Y.1
  • 12
    • 0042878398 scopus 로고    scopus 로고
    • On a construction of diffusion processes on moving domains
    • Oshima Y. On a construction of diffusion processes on moving domains Potential Analysis 20 1 2004 1-31
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    • Oshima, Y.1
  • 14
    • 14644392658 scopus 로고    scopus 로고
    • Time inhomogeneous one-dimensional martingale problem with distributional drift
    • Preprint
    • Russo F. Trutnau G. Time inhomogeneous one-dimensional martingale problem with distributional drift, Preprint 2003.
    • (2003)
    • Russo, F.1    Trutnau, G.2
  • 15
    • 0033229137 scopus 로고    scopus 로고
    • The theory of generalized Dirichlet forms and its applications in analysis and stochastics
    • W. Stannat The theory of generalized Dirichlet forms and its applications in analysis and stochastics Mem. Amer. Math. Soc. 142 1999 678
    • (1999) Mem. Amer. Math. Soc. , vol.142 , pp. 678
    • Stannat, W.1
  • 16
    • 0039608503 scopus 로고    scopus 로고
    • Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions
    • Trutnau G. Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions Osaka J. Math. 37 2000 315-343
    • (2000) Osaka J. Math. , vol.37 , pp. 315-343
    • Trutnau, G.1
  • 17
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    • On a class of non-symmetric diffusions containing fully non-symmetric distorted Brownian motions
    • Trutnau G. On a class of non-symmetric diffusions containing fully non-symmetric distorted Brownian motions Forum Math. 15 3 2003 409-437
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    • Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part
    • Trutnau G. Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part Prob. Theory Relat. Fields 127 4 2003 455-495
    • (2003) Prob. Theory Relat. Fields , vol.127 , Issue.4 , pp. 455-495
    • Trutnau, G.1
  • 19
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    • On Hunt processes, strict capacities, and generalized Dirichlet forms
    • Preprint Paris 13
    • Trutnau G. On Hunt processes, strict capacities, and generalized Dirichlet forms, Preprint Paris 13, 2003.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.