• 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