Non-symmetric distorted Brownian motion: Strong solutions, strong Feller property and non-explosion results

Regime-switching diffusion processes: strong solutions and strong Feller property

We investigate the existence and uniqueness of strong solutions up to an explosion time for regime-switching diffusion processes in an infinite state space. Instead of concrete conditions on coefficients, our existence and uniqueness result is established under the general assumption that the diffusion in every fixed environment has a unique non-explosive strong solution. Moreover, non-explosio...

The Strong Markov Property of the Brownian Motion

Strong Approximation of Brownian Motion

Simple random walk and Brownian motion are two strongly interconnected mathematical concepts. They are widely involved in not only pure math, but also in many other scientific fields. In this paper I will first introduce and define some basic concepts of discrete-time random walk. Then I will construct Brownian Motion with some basic properties, and use a method called the strong approximation ...

Existence results for equilibrium problems under strong sign property

This paper concerns equilibrium problems in real metric linear spaces. Considering a modified notion of  upper sign property for bifunctions, we obtain the relationship between the solution sets of the local Minty equilibrium problem and the equilibrium problem, where the technical conditions on $f$ used in the literature are relaxed. The KKM technique is used to generalize and unify some exist...

The strong Feller property for singular stochastic PDEs

We show that the Markov semigroups generated by a large class of singular stochastic PDEs satisfy the strong Feller property. These include for example the KPZ equation and the dynamical Φ3 model. As a corollary, we prove that the Brownian bridge measure is the unique invariant measure for the KPZ equation with periodic boundary conditions.