Construction and decomposition of reflecting diffusions on Lipschitz domains with Hölder cusps
From MaRDI portal
Publication:2565294
DOI10.1007/s004400050074zbMath0867.60047OpenAlexW2027331418MaRDI QIDQ2565294
Masatoshi Fukushima, Matsuyo Tomisaki
Publication date: 11 March 1997
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050074
Boundary value problems for second-order elliptic equations (35J25) Dirichlet forms (31C25) Diffusion processes (60J60) Local time and additive functionals (60J55)
Related Items (23)
Long time behavior of stochastic hard ball systems ⋮ The heat equation and reflected Brownian motion in time-dependent domains. ⋮ Reflections at infinity of time changed RBMs on a domain with Liouville branches ⋮ Strong Feller property of sticky reflected distorted Brownian motion ⋮ Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift ⋮ On approximation of the Dirichlet problem for divergence form operators by Robin problems ⋮ Reflected Brownian motion with drift in a wedge ⋮ On the stochastic regularity of distorted Brownian motions ⋮ Solvability of linear local and nonlocal Robin problems over \(C (\overline {\varOmega})\) ⋮ Regularity and well-posedness of some quasi-linear elliptic and parabolic problems with nonlinear general Wentzell boundary conditions on nonsmooth domains ⋮ Existence and uniqueness of reflecting diffusions in cusps ⋮ Long-term behavior of reaction-diffusion equations with nonlocal boundary conditions on rough domains ⋮ Probabilistic interpretation of the Calderón problem ⋮ Quasi-linear boundary value problems with generalized nonlocal boundary conditions ⋮ A quasi-linear Neumann problem of Ambrosetti-Prodi type on extension domains ⋮ Imbedding theorems for Sobolev spaces on domains with peak and on Hölder domains ⋮ Ambrosetti-Prodi-type problems for quasi-linear elliptic equations with nonlocal boundary conditions ⋮ Penalty method for obliquely reflected diffusions ⋮ Homogenization of symmetric Dirichlet forms ⋮ Doubly Feller property of Brownian motions with Robin boundary condition ⋮ Stochastic Reaction-Diffusion Systems With Hölder Continuous Multiplicative Noise ⋮ On a decomposition of symmetric diffusions with reflecting boundary conditions. ⋮ Global regularity for a class of quasi-linear local and nonlocal elliptic equations on extension domains
This page was built for publication: Construction and decomposition of reflecting diffusions on Lipschitz domains with Hölder cusps
