On reflecting diffusion processes and Skorokhod decompositions |
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Authors: | Zhen-Qing Chen |
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Affiliation: | (1) Department of Mathematics, Washington University, 63130 St. Louis, MO, USA |
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Abstract: | Summary LetG be ad-dimensional bounded Euclidean domain, H1 (G) the set off in L2(G) such that f (defined in the distribution sense) is in L2(G). Reflecting diffusion processes associated with the Dirichlet spaces (H1(G), ) on L2(G, dx) are considered in this paper, where A=(aij is a symmetric, bounded, uniformly ellipticd×d matrix-valued function such thataij H1(G) for eachi,j, and  H1(G) is a positive bounded function onG which is bounded away from zero. A Skorokhod decomposition is derived for the continuous reflecting Markov processes associated with (H1(G), ) having starting points inG under a mild condition which is satisfied when G has finite (d–1)-dimensional lower Minkowski content. |
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Keywords: | 60 J 60 60 J 60 60 J 65 60 J 55 60 J 35 31 C 25 |
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