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
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
Journal title :
Stochastic Processes and their Applications