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Gerald Trutnau
Gerald Trutnau
Professor for Stochastic Analysis, Seoul National University
Bestätigte E-Mail-Adresse bei snu.ac.kr
Titel
Zitiert von
Zitiert von
Jahr
Some parabolic PDEs whose drift is an irregular random noise in space
F Russo, G Trutnau
602007
Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions
G Trutnau
552000
Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part
G Trutnau
Probability theory and related fields 127 (4), 455-495, 2003
402003
On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions
G Trutnau
Walter de Gruyter GmbH & Co. KG 15 (3), 409-437, 2003
382003
On countably skewed Brownian motion with accumulation point
G Trutnau, Y Ouknine, F Russo
252015
On Hunt processes and strict capacities associated with generalized Dirichlet forms
G Trutnau
Infinite Dimensional Analysis, Quantum Probability and Related Topics 8 (03 …, 2005
242005
On the stochastic regularity of distorted Brownian motions
J Shin, G Trutnau
Transactions of the American Mathematical Society 369 (11), 7883-7915, 2017
232017
About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains
F Russo, G Trutnau
Journal of Functional Analysis 221 (1), 37-82, 2005
222005
Conservativeness criteria for generalized Dirichlet forms
M Gim, G Trutnau
Journal of Mathematical Analysis and Applications 448 (2), 1419-1449, 2017
202017
Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
H Lee, W Stannat, G Trutnau
Springer Nature, 2022
162022
Recurrence criteria for generalized Dirichlet forms
M Gim, G Trutnau
Journal of Theoretical Probability 31, 2129-2166, 2018
162018
Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results
M Röckner, J Shin, G Trutnau
arXiv preprint arXiv:1503.08273, 2015
162015
Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
M Takeda, G Trutnau
Walter de Gruyter GmbH & Co. KG 24 (2), 419-444, 2012
162012
Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve
G Trutnau
Stochastic processes and their applications 121 (8), 1845-1863, 2011
152011
Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve
G Trutnau
Stochastic processes and their applications 120 (4), 381-402, 2010
132010
Multidimensional skew reflected diffusions
G Trutnau
Stochastic Analysis: Classical And Quantum: Perspectives of White Noise …, 2005
132005
Some contributions to the study of stochastic processes of the classes and
F Eyi-Obiang, Y Ouknine, O Moutsinga, G Trutnau
Stochastics 89 (8), 1253-1269, 2017
122017
Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
H Lee, G Trutnau
Tohoku Mathematical Journal 73 (2), 159-198, 2021
11*2021
Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs
H Lee, G Trutnau
Journal of Evolution Equations 21, 601-623, 2021
102021
On the quasi-regularity of non-sectorial Dirichlet forms by processes having the same polar sets
L Beznea, G Trutnau
Journal of mathematical analysis and applications 384 (1), 33-48, 2011
102011
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