21 citations · 170 across the 25 of their papers we have counts for
5 papers · 1 filter
About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process
Michael Röckner, Gerald Trutnau
Based on an integration by parts formula for closed and convex subsets of a separable real Hilbert space with respect to a Gaussian measure, we first construct and identify…
Some contributions to the study of stochastic processes of the classes and
Fulgence Eyi Obiang, Youssef Ouknine, Octave Moutsinga +1
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 process…
Recurrence criteria for generalized Dirichlet forms
Minjung Gim, Gerald Trutnau
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 for…
Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights
Jiyong Shin, Gerald Trutnau
Using analysis for 2-admissible functions in weighted Sobolev spaces and stochastic calculus for possibly degenerate symmetric elliptic forms, we construct weak solutions to a wide…
Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
Michael Röckner, Jiyong Shin, Gerald Trutnau
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted B…