Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations

Beznea L, Boboc N, Röckner M (2008)
Comptes Rendus Mathematique 346(5-6): 323-328.

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DOI
Autor*in
Beznea, Lucian; Boboc, Nicu; Röckner, MichaelUniBi
Einrichtung
Fakultät für Mathematik
Abstract / Bemerkung
We show that every C-0-resolvent on L-p(E, mu), where (E, beta) is a Lusin measurable space and mu is a or-finite measure on beta, has an associate sufficiently regular Markov process on a (larger) Lusin topological space containing E as a Borel subset. We give general conditions on the resolvent's generator such that the above process lives on E. We present two applications: (i) we settle a question of G. Mokobodzki on the existence of a (Lusin) topology on E having beta as Borel sigma-algebra such that a given Dirichlet form on L-2(E, mu) becomes quasi-regular; (ii) we solve stochastic differential equations on Hilbert spaces in the sense of a martingale problem.
Erscheinungsjahr
2008
Zeitschriftentitel
Comptes Rendus Mathematique
Band
346
Ausgabe
5-6
Seite(n)
323-328
ISSN
1631-073X
Page URI
https://pub.uni-bielefeld.de/record/1592122

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Beznea L, Boboc N, Röckner M. Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations. Comptes Rendus Mathematique. 2008;346(5-6):323-328.
Beznea, L., Boboc, N., & Röckner, M. (2008). Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations. Comptes Rendus Mathematique, 346(5-6), 323-328. https://doi.org/10.1016/j.crma.2007.12.005
Beznea, Lucian, Boboc, Nicu, and Röckner, Michael. 2008. “Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations”. Comptes Rendus Mathematique 346 (5-6): 323-328.
Beznea, L., Boboc, N., and Röckner, M. (2008). Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations. Comptes Rendus Mathematique 346, 323-328.
Beznea, L., Boboc, N., & Röckner, M., 2008. Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations. Comptes Rendus Mathematique, 346(5-6), p 323-328.
L. Beznea, N. Boboc, and M. Röckner, “Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations”, Comptes Rendus Mathematique, vol. 346, 2008, pp. 323-328.
Beznea, L., Boboc, N., Röckner, M.: Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations. Comptes Rendus Mathematique. 346, 323-328 (2008).
Beznea, Lucian, Boboc, Nicu, and Röckner, Michael. “Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations”. Comptes Rendus Mathematique 346.5-6 (2008): 323-328.
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