Stochastic representation of diffusions corresponding to divergence form operators

Andrzej Rozkosz

Stochastic Processes and their Applications, 1996, vol. 63, issue 1, 11-33

Abstract: We show that a diffusion process X corresponding to a uniformly elliptic second-order divergence form operator is a Dirichlet process for each starting point. We establish also the Stratonovich integral with respect to X and prove the Itô formula.

Keywords: Divergence; form; operator; Diffusion; process; Dirichlet; process; Stratonovich; integral (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (9)

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