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The Dirichlet Form of a Gradient-type Drift Transformation of a Symmetric Diffusion
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作者 P.J.FITZSIMMONS 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2008年第7期1057-1066,共10页
In the context of a symmetric diffusion process X, we give a precise description of the Dirichlet form of the process obtained by subjecting X to a drift transformation of gradient type. This description relies on bou... In the context of a symmetric diffusion process X, we give a precise description of the Dirichlet form of the process obtained by subjecting X to a drift transformation of gradient type. This description relies on boundary-type conditions restricting an associated reflecting Dirichlet form. 展开更多
关键词 DIFFUSION Dirichlet form Girsanov theorem drift perturbation Markovian extension umqueness
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