42 research outputs found
Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions
Existence and approximation of Hunt processes associated with generalized Dirichlet forms
We show that any strictly quasi-regular generalized Dirichlet form that
satisfies the mild structural condition D3 is associated to a Hunt process, and
that the associated Hunt process can be approximated by a sequence of
multivariate Poisson processes. This also gives a new proof for the existence
of a Hunt process associated to a strictly quasi-regular generalized Dirichlet
form that satisfies SD3 and extends all previous results.Comment: Revised, shortened and improved versio
Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
Let E be an unbounded open (or closed) domain in Euclidean space of dimension
greater or equal to two. We present conservativeness criteria for (possibly
reflected) diffusions with state space E that are associated to fairly general
perturbed divergence form operators. Our main tool is a recently extended
forward and backward martingale decomposition, which reduces to the well-known
Lyons-Zheng decomposition in the symmetric case.Comment: Corrected typos, minor modification