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ArticleOriginal scientific text

Title

Stochastic representation of reflecting diffusions corresponding to divergence form operators

Authors 1, 1

Affiliations

  1. Faculty of Mathematics and Informatics, Nicholas Copernicus University, Chopina 12/18, 87-100 Toruń, Poland

Abstract

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 C2-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.

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Studia Mathematica
2000/139/2
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Pages:
141-174
Main language of publication
English
Received
1999-03-15
Accepted
1999-12-09
Published
2000
Exact and natural sciences