Stochastic representation of reflecting diffusions corresponding to divergence form operators

Citation
A. Rozkosz et L. Slominski, Stochastic representation of reflecting diffusions corresponding to divergence form operators, STUD MATH, 139(2), 2000, pp. 141-174
Citations number
30
Categorie Soggetti
Mathematics
Journal title
STUDIA MATHEMATICA
ISSN journal
00393223 → ACNP
Volume
139
Issue
2
Year of publication
2000
Pages
141 - 174
Database
ISI
SICI code
0039-3223(2000)139:2<141:SRORDC>2.0.ZU;2-L
Abstract
We obtain a stochastic representation of a diffusion corresponding to a uni formly elliptic divergence form operator with co-normal reflection at the b oundary of a bounded C-2-domain. We also show that the diffusion is a Diric hlet process for each starting point inside the domain.