Stochastic representation of reflecting diffusions corresponding to divergence form operators

Andrzej Rozkosz; Leszek Słomiński

Studia Mathematica (2000)

  • Volume: 139, Issue: 2, page 141-174
  • ISSN: 0039-3223

Abstract

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We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded C 2 -domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.

How to cite

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Rozkosz, Andrzej, and Słomiński, Leszek. "Stochastic representation of reflecting diffusions corresponding to divergence form operators." Studia Mathematica 139.2 (2000): 141-174. <http://eudml.org/doc/216716>.

@article{Rozkosz2000,
abstract = {We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded $C^2$-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.},
author = {Rozkosz, Andrzej, Słomiński, Leszek},
journal = {Studia Mathematica},
keywords = {elliptic divergence form operator; co-normal reflection; Dirichlet process},
language = {eng},
number = {2},
pages = {141-174},
title = {Stochastic representation of reflecting diffusions corresponding to divergence form operators},
url = {http://eudml.org/doc/216716},
volume = {139},
year = {2000},
}

TY - JOUR
AU - Rozkosz, Andrzej
AU - Słomiński, Leszek
TI - Stochastic representation of reflecting diffusions corresponding to divergence form operators
JO - Studia Mathematica
PY - 2000
VL - 139
IS - 2
SP - 141
EP - 174
AB - We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded $C^2$-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.
LA - eng
KW - elliptic divergence form operator; co-normal reflection; Dirichlet process
UR - http://eudml.org/doc/216716
ER -

References

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