-
1
-
-
0000377165
-
Non-negative solutions of linear parabolic equations
-
Aronson, D. G.: Non-negative solutions of linear parabolic equations. Ann. Sc. Norm. Super. Pisa 22, 607-693 (1968).
-
(1968)
Ann. Sc. Norm. Super. Pisa
, vol.22
, pp. 607-693
-
-
Aronson, D.G.1
-
3
-
-
0035607654
-
Weak solutions for SPDEs and backward doubly stochastic differential equations
-
Bally, V., Matoussi, A.: Weak solutions for SPDEs and backward doubly stochastic differential equations. J. Theor. Probab. 14, 125-164 (2001).
-
(2001)
J. Theor. Probab.
, vol.14
, pp. 125-164
-
-
Bally, V.1
Matoussi, A.2
-
4
-
-
0000761359
-
Les processus de Dirichlet et tant qu'espace de Banach
-
Bertoin, J.: Les processus de Dirichlet et tant qu'espace de Banach. Stochastics 18, 155-168 (1986).
-
(1986)
Stochastics
, vol.18
, pp. 155-168
-
-
Bertoin, J.1
-
5
-
-
45949124133
-
Wiener estimates for parabolic obstacle problem
-
Biroli, M., Mosco, U.: Wiener estimates for parabolic obstacle problem. Nonlinear Anal. 11, 1005-1027 (1987).
-
(1987)
Nonlinear Anal.
, vol.11
, pp. 1005-1027
-
-
Biroli, M.1
Mosco, U.2
-
6
-
-
0030360191
-
Existence and uniqueness of entropy solutions for nonlinear elliptic equations with measure data
-
Boccardo, L., Gallouët, T., Orsina, L.: Existence and uniqueness of entropy solutions for nonlinear elliptic equations with measure data. Ann. Inst. Henri Poincaré, Anal. Non Linéaire 13, 539-551 (1996).
-
(1996)
Ann. Inst. Henri Poincaré, Anal. Non Linéaire
, vol.13
, pp. 539-551
-
-
Boccardo, L.1
Gallouët, T.2
Orsina, L.3
-
7
-
-
0347374921
-
On functions transforming Brownian motion into a Dirichlet process
-
Tokyo1995, River Edge: World Sci. Publ
-
Chitashvili, R., Mania, M.: On functions transforming Brownian motion into a Dirichlet process. In: Probability theory and mathematical statistics (Tokyo, 1995), pp. 20-27. World Sci. Publ., River Edge (1996).
-
(1996)
Probability Theory and Mathematical Statistics
, pp. 20-27
-
-
Chitashvili, R.1
Mania, M.2
-
8
-
-
0031231775
-
On functions transforming a Wiener process into a semimartingale
-
Chitashvili, R., Mania, M.: On functions transforming a Wiener process into a semimartingale. Probab. Theory Relat. Fields 109(1997), 57-76 (1997).
-
(1997)
Probab. Theory Relat. Fields
, vol.109
, Issue.1997
, pp. 57-76
-
-
Chitashvili, R.1
Mania, M.2
-
9
-
-
0346494263
-
On non-continuous Dirichlet processes
-
Coquet, F., Mémin, J., Słomiński, L.: On non-continuous Dirichlet processes. J. Theor. Probab. 16, 197-216 (2003).
-
(2003)
J. Theor. Probab.
, vol.16
, pp. 197-216
-
-
Coquet, F.1
Mémin, J.2
Słomiński, L.3
-
10
-
-
0010823682
-
On the integral representation of certain local functionals
-
Dal Maso, G.: On the integral representation of certain local functionals. Ric. Mat. 22, 85-113 (1983).
-
(1983)
Ric. Mat.
, vol.22
, pp. 85-113
-
-
Dal Maso, G.1
-
12
-
-
9744279068
-
Formule d'Itô pour des diffusions uniformement elliptiques, et processus de Dirichlet
-
Dupoiron, K., Mathieu, P., San Martin, J.: Formule d'Itô pour des diffusions uniformement elliptiques, et processus de Dirichlet. Potential Anal. 21, 7-33 (2004).
-
(2004)
Potential Anal.
, vol.21
, pp. 7-33
-
-
Dupoiron, K.1
Mathieu, P.2
San Martin, J.3
-
13
-
-
0031483012
-
Reflected solutions of backward SDEs, and related obstacle problems for PDE's
-
El Karoui, N., Kapoudjian, C., Pardoux, E., Peng, S., Quenez, M. C.: Reflected solutions of backward SDEs, and related obstacle problems for PDE's. Ann. Probab. 25, 702-737 (1997).
-
(1997)
Ann. Probab.
, vol.25
, pp. 702-737
-
-
El Karoui, N.1
Kapoudjian, C.2
Pardoux, E.3
Peng, S.4
Quenez, M.C.5
-
14
-
-
0040533994
-
Dirichlet processes
-
Lecture Notes in MathematicsProc. Sympos., Univ. Durham, Durham (1980), Berlin: Springer
-
Föllmer, H.: Dirichlet processes. In: Stochastic Integrals. Lecture Notes in Mathematics, vol. 851, pp. 476-478. Springer, Berlin (1981). Proc. Sympos., Univ. Durham, Durham (1980).
-
(1981)
Stochastic Integrals
, vol.851
, pp. 476-478
-
-
Föllmer, H.1
-
15
-
-
0040141685
-
On Itô's formula for multidimensional Brownian motion
-
Föllmer, H., Protter, P. On Itô's formula for multidimensional Brownian motion. Probab. Theory Relat. Fields, 116, 1-20 (2000).
-
(2000)
Probab. Theory Relat. Fields
, vol.116
, pp. 1-20
-
-
Föllmer, H.1
Protter, P.2
-
16
-
-
84972528658
-
Quadratic covariation and an extension of Itô's formula
-
Föllmer, H., Protter, P., Shiryaev, A. N.: Quadratic covariation and an extension of Itô's formula. Bernoulli 1, 149-169 (1995).
-
(1995)
Bernoulli
, vol.1
, pp. 149-169
-
-
Föllmer, H.1
Protter, P.2
Shiryaev, A.N.3
-
17
-
-
0001899737
-
On semi-martingale characterizations of functionals of symmetric Markov processes
-
Fukushima, M.: On semi-martingale characterizations of functionals of symmetric Markov processes. Electron. J. Probab. 4, 1-32 (1999).
-
(1999)
Electron. J. Probab.
, vol.4
, pp. 1-32
-
-
Fukushima, M.1
-
18
-
-
0003523792
-
-
De Gruyter Studies in Mathematics, New York: Walter de Gruyter
-
Fukushima, M., Oshima, Y., Takeda, M.: Dirichlet Forms and Symmetric Markov Processes. De Gruyter Studies in Mathematics, vol. 19. Walter de Gruyter, New York (1994).
-
(1994)
Dirichlet Forms and Symmetric Markov Processes
, vol.19
-
-
Fukushima, M.1
Oshima, Y.2
Takeda, M.3
-
19
-
-
0043237336
-
Méthodes d'ordre dans l'interprétation de certaines inéquations variationnelles et applications
-
Hanouzet, B., Joly, J. L.: Méthodes d'ordre dans l'interprétation de certaines inéquations variationnelles et applications. J. Funct. Anal. 34, 217-249 (1997).
-
(1997)
J. Funct. Anal.
, vol.34
, pp. 217-249
-
-
Hanouzet, B.1
Joly, J.L.2
-
20
-
-
84855521444
-
Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations
-
doi:10.1007/s11118-011-9235-z
-
Klimsiak, T.: Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations. Potential Anal. (2011). doi: 10. 1007/s11118-011-9235-z.
-
(2011)
Potential Anal.
-
-
Klimsiak, T.1
-
21
-
-
84878115413
-
-
Transl. Math. Monographs, Providence: Am. Math. Soc
-
Ladyzenskaya, O. A., Solonnikov, V. A., Ural'ceva, N. N.: Linear and Quasi-Linear Equations of Parabolic Type. Transl. Math. Monographs, vol. 23. Am. Math. Soc., Providence (1968).
-
(1968)
Linear and Quasi-Linear Equations of Parabolic Type
, vol.23
-
-
Ladyzenskaya, O.A.1
Solonnikov, V.A.2
Ural'ceva, N.N.3
-
22
-
-
0742306525
-
A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE
-
Lejay, A.: A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. Stoch. Process. Appl. 110, 145-176 (2004).
-
(2004)
Stoch. Process. Appl.
, vol.110
, pp. 145-176
-
-
Lejay, A.1
-
24
-
-
0033243128
-
The limits of stochastic integrals of differential forms
-
Lyons, T., Stoica, L.: The limits of stochastic integrals of differential forms. Ann. Probab. 27, 1-49 (1999).
-
(1999)
Ann. Probab.
, vol.27
, pp. 1-49
-
-
Lyons, T.1
Stoica, L.2
-
25
-
-
0032333254
-
Proof of the Lewy-Stampacchia's inequality by a penalization method
-
Mokrane, A., Murat, F.: Proof of the Lewy-Stampacchia's inequality by a penalization method. Potential Anal. 9, 105-142 (1998).
-
(1998)
Potential Anal.
, vol.9
, pp. 105-142
-
-
Mokrane, A.1
Murat, F.2
-
26
-
-
0001200023
-
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, 395-415 (1992).
-
(1992)
Forum Math.
, vol.4
, pp. 395-415
-
-
Oshima, Y.1
-
27
-
-
7444238147
-
Time-dependent Dirichlet forms and related stochastic calculus
-
Oshima, Y.: Time-dependent Dirichlet forms and related stochastic calculus. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 7, 281-316 (2004).
-
(2004)
Infin. Dimens. Anal. Quantum Probab. Relat. Top.
, vol.7
, pp. 281-316
-
-
Oshima, Y.1
-
28
-
-
0009146532
-
Parabolic capacity and Sobolev spaces
-
Pierre, M.: Parabolic capacity and Sobolev spaces. J. Math. Anal. 14, 522-533 (1983).
-
(1983)
J. Math. Anal.
, vol.14
, pp. 522-533
-
-
Pierre, M.1
-
29
-
-
0030268289
-
Stochastic representation of diffusions corresponding to divergence form operators
-
Rozkosz, A.: Stochastic representation of diffusions corresponding to divergence form operators. Stoch. Process. Appl. 63, 11-33 (1996).
-
(1996)
Stoch. Process. Appl.
, vol.63
, pp. 11-33
-
-
Rozkosz, A.1
-
30
-
-
0011704358
-
A note on Dirichlet processes
-
Rozkosz, A.: A note on Dirichlet processes. Bull. Pol. Acad. Sci., Math. 48, 277-286 (2000).
-
(2000)
Bull. Pol. Acad. Sci., Math.
, vol.48
, pp. 277-286
-
-
Rozkosz, A.1
-
31
-
-
0035608925
-
On Dirichlet processes associated with second order divergence form operators
-
Rozkosz, A.: On Dirichlet processes associated with second order divergence form operators. Potential Anal. 14, 123-148 (2001).
-
(2001)
Potential Anal.
, vol.14
, pp. 123-148
-
-
Rozkosz, A.1
-
32
-
-
0742283652
-
Time-inhomogeneous diffusions corresponding to symmetric divergence form operators
-
Rozkosz, A.: Time-inhomogeneous diffusions corresponding to symmetric divergence form operators. Probab. Math. Stat. 22, 231-252 (2002).
-
(2002)
Probab. Math. Stat.
, vol.22
, pp. 231-252
-
-
Rozkosz, A.1
-
33
-
-
0038609571
-
Backward SDEs and Cauchy problem for semilinear equations in divergence form
-
Rozkosz, A.: Backward SDEs and Cauchy problem for semilinear equations in divergence form. Probab. Theory Relat. Fields 125, 393-401 (2003).
-
(2003)
Probab. Theory Relat. Fields
, vol.125
, pp. 393-401
-
-
Rozkosz, A.1
-
34
-
-
58149195339
-
On the Feynman-Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
-
Rozkosz, A.: On the Feynman-Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form. Stochastics 77, 297-313 (2005).
-
(2005)
Stochastics
, vol.77
, pp. 297-313
-
-
Rozkosz, A.1
-
35
-
-
33748811338
-
The theory of generalized Dirichlet forms and its application in analysis and stochastics
-
Stannat, W.: The theory of generalized Dirichlet forms and its application in analysis and stochastics. Mem. Amer. Math. Soc. 142(678) (1999).
-
(1999)
Mem. Amer. Math. Soc.
, vol.142
, Issue.678
-
-
Stannat, W.1
-
36
-
-
0037210780
-
A Probabilistic interpretation of the divergence and BSDE's
-
Stoica, I. L.: A Probabilistic interpretation of the divergence and BSDE's. Stoch. Process. Appl. 103, 31-55 (2003).
-
(2003)
Stoch. Process. Appl.
, vol.103
, pp. 31-55
-
-
Stoica, I.L.1
-
37
-
-
0000576153
-
Diffusion semigroups corresponding to uniformly elliptic divergence form operators
-
Stroock, D. W.: Diffusion semigroups corresponding to uniformly elliptic divergence form operators. Lect. Notes Math. 1321, 316-347 (1998).
-
(1998)
Lect. Notes Math.
, vol.1321
, pp. 316-347
-
-
Stroock, D.W.1
|