Reflection Brownian motions: Quasimartingales and strong Caccioppoli sets

DOI10.1007/BF01048506zbMATH Open0812.60065OpenAlexW2015246499MaRDI QIDQ686116FDOQ686116

Authors Zhen-Qing Chen, R. J. Williams, Patrick J. Fitzsimmons 

Publication date 14 May 1995

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01048506

zbMATH Keywords

Dirichlet spacereflecting diffusion processesquasi-martingalestationary reflecting Brownian motionstrongly elliptic operators

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Dirichlet forms (31C25) Local time and additive functionals (60J55) Geometric measure and integration theory, integral and normal currents in optimization (49Q15)

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• On reflecting Brownian motion - a weak convergence approach
• On reflecting diffusion processes and Skorokhod decompositions
• On the potential theory of symmetric Markov processes
• Pseudo Jordan domains and reflecting Brownian motions
• Quasiconformal mappings and extendability of functions in Sobolev spaces
• Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
• Symmetric reflected diffusions
• The Semimartingale Structure of Reflecting Brownian Motion

Cited In (12)

• On reflecting Brownian motion - a weak convergence approach
• Long time behavior of stochastic hard ball systems
• BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space
• Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation
• Small sets for Neumann boundary conditions
• Probabilistic solution of the general Robin boundary value problem on arbitrary domains
• Traps for reflected Brownian motion
• On a decomposition of symmetric diffusions with reflecting boundary conditions.
• Title not available (Why is no real title available?)
• Quasimartingales associated to Markov processes
• The heat equation and reflected Brownian motion in time-dependent domains.
• Set Estimation from Reflected Brownian Motion

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