Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
From MaRDI portal
Publication:808544
DOI10.1214/aop/1176990437zbMath0732.60090OpenAlexW2007151587MaRDI QIDQ808544
Publication date: 1991
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990437
Boundary value problems for second-order elliptic equations (35J25) Brownian motion (60J65) Martin boundary theory (31C35) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50)
Related Items
Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition, Long time behavior of stochastic hard ball systems, The Martin Boundary in Non-Lipschitz Domains, Heat kernels for reflected diffusions with jumps on inner uniform domains, The heat equation and reflected Brownian motion in time-dependent domains., A stochastic target approach to Ricci flow on surfaces, An equivalence between the Dirichlet and the Neumann problem for the Laplace operator, Neumann boundary value problems for elliptic operators with measure-valued coefficients, Reflected Brownian motion in Lipschitz domains with oblique reflection, Homogenization of a reflecting barrier Brownian motion in a continuum percolation cluster in \(R^ d\), Probability of total domination for transient reflecting processes in a quadrant, Coupling and Harnack inequalities for Sierpiński carpets, Fluctuation limit for interacting diffusions with partial annihilations through membranes, Reflecting diffusions on Lipschitz domains with cusps -- analytic construction and Skorohod representation, A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms, A note on Neumann problems on graphs, Quasilinear elliptic and parabolic Robin problems on Lipschitz domains, Reaction-diffusion on metric graphs: from 3D to 1D, Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift, Switched diffusion processes and systems of elliptic equations: a Dirichlet space approach, Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions, Probabilistic solution of the general Robin boundary value problem on arbitrary domains, Product formulas and convolutions for Laplace-Beltrami operators on product spaces: beyond the trivial case, Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients, Functional central limit theorem for Brownian particles in domains with Robin boundary condition, On the exit distribution of partially reflected Brownian motion in planar domains, Estimates of heat kernels with Neumann boundary conditions, A priori generalization error analysis of two-layer neural networks for solving high dimensional Schrödinger eigenvalue problems, On approximation of the Dirichlet problem for divergence form operators by Robin problems, On the effects of a wide opening in the domain of the (stochastic) Allen-Cahn equation and the motion of hybrid zones, A novel stochastic method for the solution of direct and inverse exterior elliptic problems, Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains, The Robin mean value equation. II: Asymptotic Hölder regularity, Improved upper bounds for the hot spots constant of Lipschitz domains, The Robin mean value equation. I: A random walk approach to the third boundary value problem, On the stochastic regularity of distorted Brownian motions, Regularity and well-posedness of some quasi-linear elliptic and parabolic problems with nonlinear general Wentzell boundary conditions on nonsmooth domains, Transition densities for Brownian motion on the Sierpinski carpet, Gradient estimate on convex domains and applications, Reflecting Brownian motion in the \(d\)-ball, Reflection Brownian motions: Quasimartingales and strong Caccioppoli sets, Skew Brownian diffusions across Koch interfaces, Convergence of discrete Green functions with Neumann boundary conditions, On reflecting diffusion processes and Skorokhod decompositions, A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients, Probabilistic approach to semilinear and generalized mixed boundary value problems, Scaling limits of interacting diffusions in domains, Regularity of solutions of linear second order elliptic and parabolic boundary value problems on Lipschitz domains, Quasi-linear boundary value problems with generalized nonlocal boundary conditions, Markov processes on the Lipschitz boundary for the Neumann and Robin problems, Convergence of Dirichlet forms induced on boundaries of transient networks, Traces of symmetric Markov processes and their characterizations, The Semimartingale Structure of Reflecting Brownian Motion, Intrinsic ultracontractivity for Schrödinger operators with mixed boundary conditions, About the infinite dimensional skew and obliquely reflected Ornstein–Uhlenbeck process, Reflected Brownian motion with singular drift, Penalty method for obliquely reflected diffusions, Uniqueness of Schrödinger operators restricted in a domain, A Probabilistic Formula for a Poisson Equation with Neumann Boundary Condition, On Neumann eigenfunctions in lip domains, Large time behavior of solutions to parabolic equations with Dirichlet operators and nonlinear dependence on measure data, The heat equation with nonlinear generalized Robin boundary conditions, Brosamler's formula revisited and extensions, Doubly Feller property of Brownian motions with Robin boundary condition, On the ``hot spots conjecture of J. Rauch, Fiber Brownian motion and the ``hot spots problem, Invariants of the transformation of a differential form by analytic transformations. (Preliminary report.), Effective conductivity and skew Brownian motion., Traps for reflected Brownian motion, Global regularity for a class of quasi-linear local and nonlocal elliptic equations on extension domains, Scaling coupling of reflecting Brownian motions and the hot spots problem