Abstract
The switched diffusion process associated with a weakly coupled system of elliptic equations is studied via a Dirichlet space approach and is applied to prove the existence theorem of the Cauchy initial problem for the system. A representation theorem for the solution of the Dirichlet boundary value problem and a generalised Skorohod decomposition for the reflecting switched diffusion process are obtained.
| Original language | English |
|---|---|
| Pages (from-to) | 673-701 |
| Number of pages | 29 |
| Journal | Proceedings of the Royal Society of Edinburgh Section A: Mathematics |
| Volume | 124 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 1994 |
| Externally published | Yes |
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Chen, Z. Q. (1994). Switched diffusion processes and systems of elliptic equations: A Dirichlet space approach. Proceedings of the Royal Society of Edinburgh Section A: Mathematics, 124(4), 673-701. https://doi.org/10.1017/S0308210500028596