The Dirichlet Form of a Gradient-type Drift Transformation of a Symmetric Diffusion

被引：0

作者：

P.J.FITZSIMMONS

机构：

[1] DepartmentofMathematics,UniversityofCalifornia,SanDiego,GilmanDrive,LaJolla,CA-,USA

来源：

Acta Mathematica Sinica(English Series) | 2008年 / 24卷 / 07期

关键词：

diffusion; Dirichlet form; Girsanov theorem; drift perturbation; Markovian extension; uniqueness;

D O I：

暂无

中图分类号：

O211.6 [随机过程];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

<正> In the context of a symmetric diffusion process X,we give a precise description of theDirichlet form of the process obtained by subjecting X to a drift transformation of gradient type.Thisdescription relies on boundary-type conditions restricting an associated reflecting Dirichlet form.

引用

页码：5+1058 / 1066 +1058-1066

页数：10

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