Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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ON REFLECTED DIFFUSION WITH DISCONTINUOUS COEFFICIENT

  • Published : 1997.04.01
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Abstract

Consider a d-dimensional domain D that has finite Lebesque measure and a Dirichlet form which has discontinuous coefficient. Then the stationary Markov process corresponding to the given Dirichlet form is a semimartingale under suitable condition for D and the coefficient.

Keywords

References

  1. Bull. London Math. Soc. v.25 Note on convergence of Dirichlet process T. Lyons;T. S. Zheng
  2. Ann. Inst. Henri Poincare v.20 Tightness criteria for laws of semimartingales P. A. Meyer;W. Zheng
  3. Ann. Inst. Henri Poincare v.30 Symmetric reflected diffusions E. Pardoux;R. J. Williams
  4. Singular Integrals and Differentiability properties of functions E. M. Stein
  5. Ann. Inst. henri Poincare v.26 On reflecting Brownian motion-a weak convergence Approach R. J. Williams;W. Zheng