Reflecting Brownian motions: Quasimartingales and strong Caccioppoli sets

Z. Q. Chen*, P. J. Fitzsimmons, R. J. Williams

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

26 引用 (Scopus)

摘要

A notion of strong Caccioppoli set is defined for bounded Euclidean domains. It is shown that stationary (normally) reflecting Brownian motion on the closure of a bounded Euclidean domain is a quasimartingale on each compact time interval if and only if the domain is a strong Caccioppoli set. A similar result is shown to hold for symmetric reflecting diffusion processes.

源语言英语
页(从-至)219-243
页数25
期刊Potential Analysis
2
3
DOI
出版状态已出版 - 9月 1993
已对外发布

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