On reflecting diffusion processes and Skorokhod decompositions

DOI10.1007/BF01199246zbMath0767.60074MaRDI QIDQ1203941

Zhen-Qing Chen

Publication date: 18 February 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Dirichlet spaces; Skorokhod decomposition; symmetric Markov processes; reflecting Markov processes

Mathematics Subject Classification ID

60J65: Brownian motion

31C25: Dirichlet forms

60J60: Diffusion processes

60J55: Local time and additive functionals

60J35: Transition functions, generators and resolvents

Related Items

Switched diffusion processes and systems of elliptic equations: a Dirichlet space approach, Reflection Brownian motions: Quasimartingales and strong Caccioppoli sets, Stationary distributions for diffusions with inert drift, Weak convergence of censored and reflected stable processes, A Dirichlet process characterization of a class of reflected diffusions, On reflected Dirichlet spaces, Pseudo Jordan domains and reflecting Brownian motions, Martin boundary and integral representation for harmonic functions of symmetric stable processes, A large deviation result for a class of Dirichlet processes, The heat equation and reflected Brownian motion in time-dependent domains., A three-dimensional Brownian path reflected on a Brownian path is a free Brownian path, Discrete approximations to reflected Brownian motion, On a decomposition of symmetric diffusions with reflecting boundary conditions., Traps for reflected Brownian motion

Cites Work

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• The reflected Dirichlet space
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• Boundary theory for symmetric Markov processes
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