scientific article; zbMATH DE number 1485100

MaRDI QIDQ4494512zbMATH OpenFDO

Authors Andrzej Rozkosz, Leszek Slominski

Publication date 28 February 2001

Full work available at URL https://eudml.org/doc/216716

zbMATH Keywords

Dirichlet processelliptic divergence form operatorco-normal reflection

Mathematics Subject Classification ID

Diffusion processes (60J60) Initial-boundary value problems for second-order parabolic equations (35K20)

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(6)

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• On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
• On approximation of the Dirichlet problem for divergence form operators by Robin problems
• Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient
• A Dirichlet process characterization of a class of reflected diffusions
• On a decomposition of symmetric diffusions with reflecting boundary conditions.

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