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Gerald Trutnau
Gerald Trutnau
Professor for Stochastic Analysis, Seoul National University
Verified email at snu.ac.kr
Title
Cited by
Cited by
Year
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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