Some Dirichlet spaces obtained by subordinate reflected diffusions
نویسندگان
چکیده
منابع مشابه
A Dirichlet Process Characterization of a Class of Reflected Diffusions
For a general class of stochastic differential equations with reflection that admit a Markov weak solution and satisfy a certain L continuity condition, p > 1, it is shown that the associated reflected diffusion can be decomposed as the sum of a local martingale and a continuous, adapted process of zero p-variation. In particular, when p = 2, this implies that the associated reflected diffusion...
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ژورنال
عنوان ژورنال: Revista Matemática Iberoamericana
سال: 1999
ISSN: 0213-2230
DOI: 10.4171/rmi/250