Title of article :
On a decomposition of symmetric diffusions with reflecting boundary conditions
Author/Authors :
Andrzej Rozkosz، نويسنده , , Andrzej، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We consider a symmetric diffusion corresponding to uniformly elliptic divergence form operator with reflection at the boundary of a domain satisfying the general conditions introduced by Lions and Sznitman. We prove that for each starting point inside the domain the diffusion is a Dirichlet process in the sense of Föllmer and we obtain the Lyons–Zheng–Skorokhod representation of its zero quadratic variation part.
Keywords :
Symmetric diffusion process , Reflecting boundary conditions , Skorokhod representation , Lyons–Zheng decomposition , Divergence form operator , Dirichlet process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications