Stochastic representation of reflecting diffusions corresponding to divergence form operators
Studia Mathematica, Tome 139 (2000) no. 2, pp. 141-174
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.
@article{10_4064_sm_139_2_141_174,
author = {Andrzej Rozkosz and },
title = {Stochastic representation of reflecting diffusions corresponding to divergence form operators},
journal = {Studia Mathematica},
pages = {141--174},
year = {2000},
volume = {139},
number = {2},
doi = {10.4064/sm-139-2-141-174},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/sm-139-2-141-174/}
}
TY - JOUR AU - Andrzej Rozkosz AU - TI - Stochastic representation of reflecting diffusions corresponding to divergence form operators JO - Studia Mathematica PY - 2000 SP - 141 EP - 174 VL - 139 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.4064/sm-139-2-141-174/ DO - 10.4064/sm-139-2-141-174 LA - en ID - 10_4064_sm_139_2_141_174 ER -
%0 Journal Article %A Andrzej Rozkosz %A %T Stochastic representation of reflecting diffusions corresponding to divergence form operators %J Studia Mathematica %D 2000 %P 141-174 %V 139 %N 2 %U http://geodesic.mathdoc.fr/articles/10.4064/sm-139-2-141-174/ %R 10.4064/sm-139-2-141-174 %G en %F 10_4064_sm_139_2_141_174
Andrzej Rozkosz; . Stochastic representation of reflecting diffusions corresponding to divergence form operators. Studia Mathematica, Tome 139 (2000) no. 2, pp. 141-174. doi: 10.4064/sm-139-2-141-174
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