Reflecting Brownian motions and a deletion result for Sobolev spaces of order \((1,2)\)

zbMath0859.46021MaRDI QIDQ1924461

Zhen-Qing Chen

Publication date: 7 April 1997

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

Sobolev spacesapproximationDirichlet spacereflecting Brownian motionSkorokhod decompositionboundary local timesemimartingale decomposition

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Brownian motion (60J65) Dirichlet forms (31C25) Diffusion processes (60J60) Sample path properties (60G17) Local time and additive functionals (60J55)

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The heat equation and reflected Brownian motion in time-dependent domains. ⋮ Weak convergence of censored and reflected stable processes ⋮ Reflecting random walk in fractal domains ⋮ Archimedes' principle for Brownian liquid ⋮ On the lowest eigenvalue of the Laplacian with Neumann boundary condition at a small obstacle ⋮ Comparison of potential theoretic properties of rough domains ⋮ Quenched invariance principles for random walks and elliptic diffusions in random media with boundary

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