Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations
Beznea, Lucian
Boboc, Nicu
Röckner, Michael
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.
Elsevier
2008
info:eu-repo/semantics/article
doc-type:article
text
https://pub.uni-bielefeld.de/record/1592122
Beznea L, Boboc N, Röckner M. Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations. <em>Comptes Rendus Mathematique</em>. 2008;346(5-6):323-328.
fra
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.crma.2007.12.005
info:eu-repo/semantics/altIdentifier/issn/1631-073X
info:eu-repo/semantics/altIdentifier/wos/000254421000017
info:eu-repo/semantics/closedAccess