The dirichlet form of a gradient-type drift transformation of a symmetric diffusion (original) (raw)
Related papers
Drift Transformations of Symmetric Diffusions, and Duality
Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2007
Absolute continuity of symmetric diffusions
The Annals of Probability, 1997
Invariant measures of diffusions with gradient drifts
Doklady Mathematics, 2010
An Invariance Principle to Ferrari–Spohn Diffusions
Communications in Mathematical Physics, 2015
Weak convergence of symmetric diffusion processes
Probability Theory and Related Fields, 1997
The Ornstein-Uhlenbeck process and the Dirichlet form associated to the Lévy Laplacian
2008
Convergence of Symmetric Diffusions on Wiener Spaces
Acta Mathematicae Applicatae Sinica, English Series, 2004
Topics on diffusion semigroups on a path space with Gibbs measures, (ギブス測度に関する経路空間上の拡散半群の話題)
Proceedings of RIMS Workshop on Stochastic Analysis and Applications, RIMS Kokyuroku Bessatsu, 2008
Path transformations for local times of one-dimensional diffusions
Stochastic Processes and their Applications, 2018
Time reversal for infinite-dimensional diffusions
Probability Theory and Related Fields, 1989
On a symmetrization of diffusion processes
Quantitative Finance, 2013
A note on the asymptotic variance of drift accelerated diffusions
Statistics & Probability Letters
Probability Theory and Related Fields, 2010
ON SOME PROPERTIES OF ONE-DIMENSIONAL DIFFUSION PROCESSES ON AN l2dT'ERVAL
2000
The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations
Communications in Mathematical Analysis and Applications, 2022
2020
Characterization of stationary distributions of reflected diffusions
The Annals of Applied Probability, 2014
Asymptotics for time-changed diffusions
Theory of Probability and Mathematical Statistics, 2018
On Instability of Global Path Properties of Symmetric Dirichlet Forms Under Mosco-Convergence
Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts
Stochastic Processes and their Applications, 2005
Flows Associated to Tangent Processes on the Wiener Space
Journal of Functional Analysis, 1999
Dirichlet Boundary Conditions for Elliptic Operators with Unbounded Drift
Proceedings of the American Mathematical Society
One-dimensional diffusion processes and their boundaries
1996
1999
Transformation on Diffusion Processes and First Passage Time to the Moving Boundaries
gazi university journal of science, 2013
Journal of Functional Analysis, 2007
Stochastic calculus for Dirichlet processes
Homogenization of symmetric Dirichlet forms
Journal of The Mathematical Society of Japan, 2021
Self-interacting diffusions. III. Symmetric interactions
Annals of Probability, 2005
On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
Communications on Pure and Applied Mathematics, 1999
On Non-Continuous Dirichlet Processes
2003
2005
Infinite dimensional weak Dirichlet processes and convolution type processes
Stochastic Processes and their Applications, 2017