On a decomposition of symmetric diffusions with reflecting boundary conditions

Andrzej Rozkosz

Stochastic Processes and their Applications, 2003, vol. 103, issue 1, 101-122

Abstract: We consider a symmetric diffusion corresponding to uniformly elliptic divergence form operator with reflection at the boundary of a domain satisfying the general conditions introduced by Lions and Sznitman. We prove that for each starting point inside the domain the diffusion is a Dirichlet process in the sense of Föllmer and we obtain the Lyons-Zheng-Skorokhod representation of its zero quadratic variation part.

Keywords: Divergence; form; operator; Symmetric; diffusion; process; Reflecting; boundary; conditions; Dirichlet; process; Skorokhod; representation; Lyons-Zheng; decomposition (search for similar items in EconPapers)
Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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