Benedict Baur

activity

20102018

most citedSkorokhod decomposition for a reflected

L^{p}

-strong Feller diffusions with singular drift

1 citations · 1 across the 2 of their papers we have counts for

collaborators

5 papers

math.PR2018★ 1 cited

Skorokhod decomposition for a reflected $L^{p}$ -strong Feller diffusions with singular drift

Benedict Baur, Martin Grothaus

We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $R^{d}$ with $C^{2}$ -smooth boundary except for a s…

math.FA2011

Construction of $L^{p}$ -strong Feller Processes via Dirichlet Forms and Applications to Elliptic Diffusions

Benedict Baur, Martin Grothaus, Patrik Stilgenbauer

We provide a general construction scheme for $L^{p}$ -strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified…

math.FA2011

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…

math.FA2010

Smooth Contractive Embeddings and Application to Feynman Formula for Parabolic Equations on Smooth Bounded Domains

Benedict Baur, Florian Conrad, Martin Grothaus

We prove two assumptions made in an article by Ya.A. Butko, M. Grothaus, O.G. Smolyanov concerning the existence of a strongly continuous operator semigroup solving a Cauchy-Dirich…

math.FA2010

Core property of smooth contractive embeddable functions for an elliptic operator