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A natural extension of Markov processes and applications to singular SDEs 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506
作者:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael
收藏  |  浏览/下载:152/0  |  提交时间:2021/01/14
Stochastic differential equation on Hilbert spaces  Stochastic PDE  Martingale problem  Not allowed starting point  Girsanov transform  Nonregular drift  Dirichlet form  Right process  Fine topology  
On Girsanov and generalized Feynman-Kac transformations for symmetric processes 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2007, 卷号: 10, 期号: 2, 页码: 141-163
作者:  Chen, Chuan-Zhong;  Ma, Zhi-Ming;  Sun, Wei
收藏  |  浏览/下载:219/0  |  提交时间:2018/07/30
symmetric Markov process  Dirichlet form  Girsanov transformation  supermartingale  generalized Feynman-Kac semigroup  strong continuity  
One dimensional stochastic differential equations with distributional drifts 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2007, 卷号: 23, 期号: 3, 页码: 501-512
作者:  He, Kai;  Zhang, Xi-cheng
收藏  |  浏览/下载:144/0  |  提交时间:2018/07/30
strong solution  stochastic homeomorphism flows  Dirichlet process  distributional drift