Stochastic representation of reflecting diffusions corresponding to divergence form operators
Rozkosz, Andrzej ; Słomiński, Leszek
Studia Mathematica, Tome 141 (2000), p. 141-174 / Harvested from The Polish Digital Mathematics Library

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 C2-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.

Publié le : 2000-01-01
EUDML-ID : urn:eudml:doc:216716
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     title = {Stochastic representation of reflecting diffusions corresponding to divergence form operators},
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     volume = {141},
     year = {2000},
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Rozkosz, Andrzej; Słomiński, Leszek. Stochastic representation of reflecting diffusions corresponding to divergence form operators. Studia Mathematica, Tome 141 (2000) pp. 141-174. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv139i2p141bwm/

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