On a decomposition of symmetric diffusions with reflecting boundary conditions

We consider a symmetric diffusion corresponding to uniformly elliptic divergence form operator with reflection at the boundary of a domain satisfying the general conditions introduced by Lions and Sznitman. We prove that for each starting point inside the domain the diffusion is a Dirichlet process in the sense of Föllmer and we obtain the Lyons-Zheng-Skorokhod representation of its zero quadratic variation part.

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Year of publication:	2003
Authors:	Rozkosz, Andrzej
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 103.2003, 1, p. 101-122
Publisher:	Elsevier
Keywords:	Divergence form operator Symmetric diffusion process Reflecting boundary conditions Dirichlet process Skorokhod representation Lyons-Zheng decomposition

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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