Title of article
Stochastic representation of diffusions corresponding to divergence form operators
Author/Authors
Andrzej Rozkosz، نويسنده , , Andrzej، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
23
From page
11
To page
33
Abstract
We show that a diffusion process X corresponding to a uniformly elliptic second-order divergence form operator is a Dirichlet process for each starting point. We establish also the Stratonovich integral with respect to X and prove the Itô formula.
Keywords
Divergence form operator , diffusion process , Dirichlet process , Stratonovich integral
Journal title
Stochastic Processes and their Applications
Serial Year
1996
Journal title
Stochastic Processes and their Applications
Record number
1575902
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