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Stochastic representation of reflecting diffusions corresponding to divergence form operators

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We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded $C^2$-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.
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  • Faculty of Mathematics and Informatics, Nicholas Copernicus University, Chopina 12/18, 87-100 Toruń, Poland
  • Faculty of Mathematics and Informatics, Nicholas Copernicus University, Chopina 12/18, 87-100 Toruń, Poland
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