Some Dirichlet spaces obtained by subordinate reflected diffusions (Q1283364)
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English | Some Dirichlet spaces obtained by subordinate reflected diffusions |
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Some Dirichlet spaces obtained by subordinate reflected diffusions (English)
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31 May 1999
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First, the authors collect some fundamental results on Dirichlet and Neumann problems for second-order elliptic differential operators (with smooth coefficients in smooth domains), and on the associated diffusion processes. Then the subordination in the sense of Bochner is discussed from both analytic and probabilistic point of view, together with the decomposition of special Neumann and Dirichlet functional spaces. The final section applies the Bochner's subordination to the construction of Skorokhod representation of the reflected diffusion.
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second-order elliptic differential operators
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decomposition of Neumann and Dirichlet functionals paces
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Bochner's subordination
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Skorokhod representation
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