Construction and decomposition of reflecting diffusions on Lipschitz domains with Holder cusps

被引:39
作者
Fukushima, M [1 ]
Tomisaki, M [1 ]
机构
[1] YAMAGUCHI UNIV,DEPT MATH,FAC EDUC,YAMAGUCHI,JAPAN
关键词
D O I
10.1007/s004400050074
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a d-dimensional Euclidean domain D whose boundary is Lipschitz continuous but admits locally finite number of outward or inward Holder cusp points. Using a method of Stampacchia and Moser for PDE, we first construct a conservative diffusion process on the Euclidean closure of D possessing a strong Feller resolvent and associated with a second order uniformly elliptic differential operator of divergence form with measurable coefficients a(ij). The sample path of the constructed diffusion can be uniquely decomposed as a sum of a martingale additive functional and an additive functional locally of zero energy. The second additive functional will be proved to be of bounded variation with a Skorohod type expression whenever ail is weakly differentiable and the Holder exponent at each outward cusp boundary point is greater than 1/2 regardless the dimension d.
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页码:521 / 557
页数:37
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