On singular stochastic differential equations and Dirichlet forms
Probability
2017-10-10 v1
Abstract
This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic regularity we mean the question whether a diffusion associated to a Dirichlet form as mentioned above can be started and identified as a solution to an explicit stochastic differential equation for explicitly given starting points. Beyond the stochastic regularity, we consider its applications to strong existence and pathwise uniqueness of singular stochastic differential equations.
Cite
@article{arxiv.1611.04885,
title = {On singular stochastic differential equations and Dirichlet forms},
author = {Jiyong Shin and Gerald Trutnau},
journal= {arXiv preprint arXiv:1611.04885},
year = {2017}
}
Comments
arXiv admin note: text overlap with arXiv:1405.7585