Boundary processes: the calculus of processes diffusing on the boundary (Q2266530)

The author extends some results obtained in the paper reviewed above, Zbl 0561.60081, which discuss the regularity of the transition probabilities of the boundary process of a reflecting diffusion process, to the case where the process diffuses on the boundary. Using the Malliavin calculus it is shown that the regularity is related to the degree of degeneracy at the boundary of the diffusion operators. The author establishes that there is interaction between the operator acting in the domain and the one on the boundary.