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On reflecting diffusion processes and Skorokhod decompositions
Authors:Zhen-Qing Chen
Institution:(1) Department of Mathematics, Washington University, 63130 St. Louis, MO, USA
Abstract:Summary LetG be ad-dimensional bounded Euclidean domain, H1 (G) the set off in L2(G) such that nablaf (defined in the distribution sense) is in L2(G). Reflecting diffusion processes associated with the Dirichlet spaces (H1(G), Escr) on L2(G, sgrdx) are considered in this paper, where A=(aij is a symmetric, bounded, uniformly ellipticd×d matrix-valued function such thata ij isinH1(G) for eachi,j, and sgrisinH1(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), Escr) having starting points inG under a mild condition which is satisfied when pivG has finite (d–1)-dimensional lower Minkowski content.
Keywords:60 J 60  60 J 60  60 J 65  60 J 55  60 J 35  31 C 25
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