Stochastic representation of reflecting diffusions corresponding to divergence form operators
Studia Mathematica, Tome 139 (2000) no. 2, pp. 141-174
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

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

Cité par Sources :