Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Gerald Trutnau"'
Autor:
Haesung Lee, Gerald Trutnau
Publikováno v:
Symmetry, Vol 12, Iss 4, p 570 (2020)
We show uniqueness in law for a general class of stochastic differential equations in R d , d ≥ 2 , with possibly degenerate and/or fully discontinuous locally bounded coefficients among all weak solutions that spend zero time at the points of dege
Externí odkaz:
https://doaj.org/article/20c6ffc2d60846b787e5eb5b03d1119c
Publikováno v:
SpringerBriefs in Probability and Mathematical Statistics ISBN: 9789811938306
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bba8a8b1db3c7d72dcfbea34f9544151
https://doi.org/10.1007/978-981-19-3831-3
https://doi.org/10.1007/978-981-19-3831-3
Autor:
Gerald Trutnau, Haesung Lee
We consider a locally uniformly strictly elliptic second order partial differential operator in $\mathbb{R}^d$, $d\ge 2$, with low regularity assumptions on its coefficients, as well as an associated Hunt process and semigroup. The Hunt process is kn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d6b4ed11ea634d1671dcd23bdd904619
Autor:
Gerald Trutnau, Minjung Gim
Publikováno v:
Journal of Mathematical Analysis and Applications. 448:1419-1449
We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr\'e du champ on a locally compact separable metric space. These form an important subcla
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe2c235441e26f07eb738f13f4d74800
https://doi.org/10.1016/j.jmaa.2016.11.056
https://doi.org/10.1016/j.jmaa.2016.11.056
Publikováno v:
Stochastics. 89:1253-1269
This paper consists of two independent parts. In the first one, we contribute to the study of the class . For instance, we provide a new way to characterize stochastic processes of this class. We a...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ddf5cc2d1496bcce4241689c3b3e8abe
https://doi.org/10.1080/17442508.2017.1307984
https://doi.org/10.1080/17442508.2017.1307984
Autor:
Haesung Lee, Gerald Trutnau
We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some local inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::59dc4b4557dac67d5cc65866a545bdc7
http://arxiv.org/abs/1904.09886
http://arxiv.org/abs/1904.09886
Autor:
Andreas Eberle, Martin Grothaus, Walter Hoh, Moritz Kassmann, Wilhelm Stannat, Gerald Trutnau
This Festschrift contains five research surveys and thirty-four shorter contributions by participants of the conference''Stochastic Partial Differential Equations and Related Fields''hosted by the Faculty of Mathematics at Bielefeld University, Octob
Autor:
Haesung Lee, Gerald Trutnau
Using elliptic and parabolic regularity results in $L^p$-spaces and generalized Dirichlet form theory, we construct for every starting point weak solutions to SDEs in $\mathbb{R}^d$ up to their explosion times including the following conditions. For
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9d5e0075dbff42c75deefad0bcf6b1e1
http://arxiv.org/abs/1708.01152
http://arxiv.org/abs/1708.01152
Autor:
Gerald Trutnau
Publikováno v:
Stochastic Processes and their Applications. 120:381-402
Let σ > 0 , δ ≥ 1 , b ≥ 0 , 0 p 1 . Let λ be a continuous and positive function in H l o c 1 , 2 ( R + ) . Using the technique of moving domains (see Russo and Trutnau (2005) [9] ), and classical direct stochastic calculus, we construct for po
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2a44650472694710aa9c7b9f3d3f532d
https://doi.org/10.1016/j.spa.2010.01.005
https://doi.org/10.1016/j.spa.2010.01.005
Autor:
Gerald Trutnau, Minjung Gim
We develop sufficient analytic conditions for recurrence and transience of non-sectorial perturbations of possibly non-symmetric Dirichlet forms on a general state space. These form an important subclass of generalized Dirichlet forms which were intr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7fb0fe9d0fa7cb6bfb86044024359445
http://arxiv.org/abs/1508.02282
http://arxiv.org/abs/1508.02282