• Title of article

    On a decomposition of symmetric diffusions with reflecting boundary conditions

  • Author/Authors

    Andrzej Rozkosz، نويسنده , , Andrzej، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    22
  • From page
    101
  • To page
    122
  • Abstract
    We consider a symmetric diffusion corresponding to uniformly elliptic divergence form operator with reflection at the boundary of a domain satisfying the general conditions introduced by Lions and Sznitman. We prove that for each starting point inside the domain the diffusion is a Dirichlet process in the sense of Föllmer and we obtain the Lyons–Zheng–Skorokhod representation of its zero quadratic variation part.
  • Keywords
    Symmetric diffusion process , Reflecting boundary conditions , Skorokhod representation , Lyons–Zheng decomposition , Divergence form operator , Dirichlet process
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2003
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577158