CSpace

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs 期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
Authors:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
Favorite  |  View/Download:31/0  |  Submit date:2021/10/26
Girsanov transform  Kolmogorov equation  Iteration scheme  Series expansion  Well posedness  
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
Authors:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael
Favorite  |  View/Download:30/0  |  Submit date: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
Authors:  Chen, Chuan-Zhong;  Ma, Zhi-Ming;  Sun, Wei
Favorite  |  View/Download:106/0  |  Submit date:2018/07/30
symmetric Markov process  Dirichlet form  Girsanov transformation  supermartingale  generalized Feynman-Kac semigroup  strong continuity