Switched diffusion processes and systems of elliptic equations: A Dirichlet space approach

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摘要

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.

源语言英语
页(从-至)673-701
页数29
期刊Proceedings of the Royal Society of Edinburgh Section A: Mathematics
124
4
DOI
出版状态已出版 - 1994
已对外发布

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