Reflecting Brownian motions and a deletion result for Sobolev spaces of order \((1,2)\)
From MaRDI portal
Publication:1924461
zbMath0859.46021MaRDI QIDQ1924461
Publication date: 7 April 1997
Published in: Potential Analysis (Search for Journal in Brave)
Sobolev spaces; approximation; Dirichlet space; reflecting Brownian motion; Skorokhod decomposition; boundary local time; semimartingale decomposition
46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems
60J65: Brownian motion
31C25: Dirichlet forms
60J60: Diffusion processes
60G17: Sample path properties
60J55: Local time and additive functionals
Related Items
Reflecting random walk in fractal domains, Archimedes' principle for Brownian liquid, Weak convergence of censored and reflected stable processes, The heat equation and reflected Brownian motion in time-dependent domains., Quenched invariance principles for random walks and elliptic diffusions in random media with boundary, On the lowest eigenvalue of the Laplacian with Neumann boundary condition at a small obstacle, Comparison of potential theoretic properties of rough domains