Switched diffusion processes and systems of elliptic equations: a Dirichlet space approach

DOI10.1017/S0308210500028596zbMath0807.47056MaRDI QIDQ4312026

Zhongxin Zhao, Zhen-Qing Chen

Publication date: 3 November 1994

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

zbMATH Keywords

Dirichlet boundary value problemSkorohod decompositionDirichlet space approachexistence theorem of the Cauchy initial problemreflecting switched diffusion processswitched diffusion processweakly coupled system of elliptic equations

Mathematics Subject Classification ID

General theory of partial differential operators (47F05) Applications of operator theory to differential and integral equations (47N20)

Related Items (11)

On representations of non-symmetric Dirichlet forms ⋮ Extensions of Lévy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting ⋮ Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ Harnack principle for weakly coupled elliptic systems ⋮ Potential theory for elliptic systems ⋮ Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space ⋮ Periodic homogenization of a class of weakly coupled systems of linear PDEs ⋮ Entropy production rate of the coupled diffusion process ⋮ Ultracontractivity for Brownian motion with Markov switching ⋮ On invariant probability measures of regime-switching diffusion processes with singular drifts ⋮ On oblique reflecting switched diffusion processes

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