Reflection Brownian motions: Quasimartingales and strong Caccioppoli sets

DOI10.1007/BF01048506zbMath0812.60065OpenAlexW2015246499MaRDI QIDQ686116

Zhen-Qing Chen, Ruth J. Williams, Patrick J. Fitzsimmons

Publication date: 14 May 1995

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

Full work available at URL: https://doi.org/10.1007/bf01048506

zbMATH Keywords

Dirichlet spacereflecting diffusion processesquasi-martingalestationary reflecting Brownian motionstrongly elliptic operators

Mathematics Subject Classification ID

Brownian motion (60J65) Dirichlet forms (31C25) Geometric measure and integration theory, integral and normal currents in optimization (49Q15) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (8)

Long time behavior of stochastic hard ball systems ⋮ The heat equation and reflected Brownian motion in time-dependent domains. ⋮ Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation ⋮ Probabilistic solution of the general Robin boundary value problem on arbitrary domains ⋮ Quasimartingales associated to Markov processes ⋮ BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space ⋮ On a decomposition of symmetric diffusions with reflecting boundary conditions. ⋮ Traps for reflected Brownian motion

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• Pseudo Jordan domains and reflecting Brownian motions
• On reflecting diffusion processes and Skorokhod decompositions
• A construction of reflecting barrier Brownian motions for bounded domains
• Symmetric reflected diffusions
• The Semimartingale Structure of Reflecting Brownian Motion

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