(Nonsymmetric) Dirichlet operators on : existence, uniqueness and associated Markov processes
Wilhelm Stannat (1999)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Wilhelm Stannat (1999)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Niels Jacob (1993)
Revista Matemática Iberoamericana
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We prove for a large class of symmetric pseudo differential operators that they generate a Feller semigroup and therefore a Dirichlet form. Our construction uses the Yoshida-Hille-Ray Theorem and a priori estimates in anisotropic Sobolev spaces. Using these a priori estimates it is possible to obtain further information about the stochastic process associated with the Dirichlet form under consideration.
J. Chabrowski (1984)
Rendiconti del Seminario Matematico della Università di Padova
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Tomasz Klimsiak, Andrzej Rozkosz (2015)
Studia Mathematica
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We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving operators corresponding to regular (nonsymmetric) Dirichlet forms. In the proofs we combine the methods of backward doubly stochastic differential equations with those of probabilistic potential theory and Dirichlet forms.
Tomasz Klimsiak, Andrzej Rozkosz (2016)
Colloquium Mathematicae
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We are mainly concerned with equations of the form -Lu = f(x,u) + μ, where L is an operator associated with a quasi-regular possibly nonsymmetric Dirichlet form, f satisfies the monotonicity condition and mild integrability conditions, and μ is a bounded smooth measure. We prove general results on existence, uniqueness and regularity of probabilistic solutions, which are expressed in terms of solutions to backward stochastic differential equations. Applications include equations with...
Vitali Liskevich, Michael Röckner, Zeev Sobol, Oleksiy Us (2001)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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Niels Jacob, René L. Schilling (1999)
Revista Matemática Iberoamericana
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In this paper we want to show how well-known results from the theory of (regular) elliptic boundary value problems, function spaces and interpolation, subordination in the sense of Bochner and Dirichlet forms can be combined and how one can thus get some new aspects in each of these fields.
J. H. Chabrowski (1987)
Rendiconti del Seminario Matematico della Università di Padova
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Andrzej Rozkosz, Leszek Słomiński (2000)
Studia Mathematica
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We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded -domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.