On a decomposition of symmetric diffusions with reflecting boundary conditions.

DOI10.1016/S0304-4149(02)00151-5zbMath1075.60537MaRDI QIDQ2574535

Andrzej Rozkosz

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Dirichlet processreflecting boundary conditionsSkorokhod representationdivergence form operatorsymmetric diffusion processLyons-Zheng decomposition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

SDEs with constraints driven by semimartingales and processes with bounded \(p\)-variation ⋮ SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ Multivalued monotone stochastic differential equations with jumps ⋮ A Dirichlet process characterization of a class of reflected diffusions ⋮ Remarks on the Skorohod problem and reflected Lévy driven SDEs in time-dependent domains

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