ON REFLECTING DIFFUSION-PROCESSES AND SKOROKHOD DECOMPOSITIONS

被引:49
|
作者
CHEN, ZQ
机构
[1] Department of Mathematics, Washington University, St. Louis, 63130, MO
关键词
D O I
10.1007/BF01199246
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let G be a d-dimensional bounded Euclidean domain, H-1(G) the set of f in L2(G) such that delf (defined in the distribution sense) is in L2(G). Reflecting diffusion processes associated with the Dirichlet spaces (H-1(G), E) on L2(G, rhodx) are considered in this paper, where [GRAPHICS] A = (a(ij)) is a symmetric, bounded, uniformly elliptic d x d matrix-valued function such that a(ij) is-an-element-of H-1(G) for each i, j, and rho is-an-element-of H-1(G) is a positive bounded function on G which is bounded away from zero. A Skorokhod decomposition is derived for the continuous reflecting Markov processes associated with (H-1(G), E) having starting points in G under a mild condition which is satisfied when partial derivative G has finite (d - 1)-dimensional lower Minkowski content.
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页码:281 / 315
页数:35
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