Stochastic representation of reflecting diffusions corresponding to divergence form operators
Volume 139 / 2000
Studia Mathematica 139 (2000), 141-174
DOI: 10.4064/sm-139-2-141-174
Abstract
We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded $C^2$-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.
