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On singular stochastic differential equations and Dirichlet forms (1611.04885v1)

Published 15 Nov 2016 in math.PR

Abstract: This survey paper is a structured concise summary of four of our 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.

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