ISSN:
1572-929X
Schlagwort(e):
Primary 60J65
;
secondary 60J60, 60J55, 49Q15, 31C25
;
Brownian motion
;
reflecting symmetric diffusion
;
Dirichlet form
;
Caccioppoli set
;
set of finite perimeter
;
quasimartingale
;
Skorokhod decomposition
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract A notion ofstrong Caccioppoli set is defined for bounded Euclidean domains. It is shown that stationary (normally) reflecting Brownian motion on the closure of a bounded Euclidean domain is a quasimartingale on each compact time interval if and only if the domain is a strong Caccioppoli set. A similar result is shown to hold for symmetric reflecting diffusion processes.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01048506
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