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

Z. Q. Chen

doi:10.1017/S0308210500028596

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

Z. Q. Chen

Research output: Contribution to journal › Article › peer-review

14 Citations (Scopus)

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	https://doi.org/10.1017/S0308210500028596
Publication status	Published - 1994
Externally published	Yes

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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.",

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AB - 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.

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JO - Proceedings of the Royal Society of Edinburgh Section A: Mathematics

JF - Proceedings of the Royal Society of Edinburgh Section A: Mathematics

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

Abstract

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