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math.FA2011★ 9 cited
Construction of -strong Feller Processes via Dirichlet Forms and Applications to Elliptic Diffusions
Benedict Baur, Martin Grothaus, Patrik Stilgenbauer
We provide a general construction scheme for -strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified…
math.FA2011★ 1 cited
Analytically weak solutions to SPDEs with unbounded time-dependent differential operators and an application
Benedict Baur, Martin Grothaus, Tan Thanh Mai
We analyze the concepts of analytically weak solutions of stochastic differential equations (SDEs) in Hilbert spaces with time-dependent unbounded operators and give conditions for…