TY - JOUR
T1 - On reflecting diffusion processes and Skorokhod decompositions
AU - Chen, Zhen Qing
PY - 1993/9
Y1 - 1993/9
N2 - Let G be a d-dimensional bounded Euclidean domain, H1 (G) the set of f in L2(G) such that ∇f (defined in the distribution sense) is in L2(G). Reflecting diffusion processes associated with the Dirichlet spaces (H1(G), ℰ) on L2(G, σd x) are considered in this paper, where[Figure not available: see fulltext.] A=(aij is a symmetric, bounded, uniformly elliptic d×d matrix-valued function such that aij∈H1(G) for each i,j, and σ∈H1(G) is a positive bounded function on G which is bounded away from zero. A Skorokhod decomposition is derived for the continuous reflecting Markov processes associated with (H1(G), ℰ) having starting points in G under a mild condition which is satisfied when π{variant}G has finite (d-1)-dimensional lower Minkowski content.
AB - Let G be a d-dimensional bounded Euclidean domain, H1 (G) the set of f in L2(G) such that ∇f (defined in the distribution sense) is in L2(G). Reflecting diffusion processes associated with the Dirichlet spaces (H1(G), ℰ) on L2(G, σd x) are considered in this paper, where[Figure not available: see fulltext.] A=(aij is a symmetric, bounded, uniformly elliptic d×d matrix-valued function such that aij∈H1(G) for each i,j, and σ∈H1(G) is a positive bounded function on G which is bounded away from zero. A Skorokhod decomposition is derived for the continuous reflecting Markov processes associated with (H1(G), ℰ) having starting points in G under a mild condition which is satisfied when π{variant}G has finite (d-1)-dimensional lower Minkowski content.
KW - Mathematics Subject Classification: 60J60, 60J60, 60J65, 60J55, 60J35, 31C25
UR - http://www.scopus.com/inward/record.url?scp=21144477966&partnerID=8YFLogxK
U2 - 10.1007/BF01199246
DO - 10.1007/BF01199246
M3 - Article
AN - SCOPUS:21144477966
SN - 0178-8051
VL - 94
SP - 281
EP - 315
JO - Probability Theory and Related Fields
JF - Probability Theory and Related Fields
IS - 3
ER -