On reflecting diffusion processes and Skorokhod decompositions

Zhen Qing Chen*

*此作品的通讯作者

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摘要

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.

源语言英语
页(从-至)281-315
页数35
期刊Probability Theory and Related Fields
94
3
DOI
出版状态已出版 - 9月 1993
已对外发布

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Chen, Z. Q. (1993). On reflecting diffusion processes and Skorokhod decompositions. Probability Theory and Related Fields, 94(3), 281-315. https://doi.org/10.1007/BF01199246