Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection

DOI10.1007/978-3-658-05829-6zbMath1302.60008OpenAlexW629578743MaRDI QIDQ5419015

Benedict Baur

Publication date: 4 June 2014

Full work available at URL: https://doi.org/10.1007/978-3-658-05829-6

zbMATH Keywords

Dirichlet formelliptic boundary value problemstrong Feller propertydiffusion process with reflection

Mathematics Subject Classification ID

Diffusion processes (60J60) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift ⋮ Non-symmetric distorted Brownian motion: strong solutions, strong Feller property and non-explosion results

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