论文标题
与多维抛物线传播问题相关的随机过程以发散形式
Stochastic processes associated to multidimensional parabolic transmission problems in divergence form
论文作者
论文摘要
在本说明中，我们将随机流程与抛物线传输操作员$（a，d（a））$以差异形式链接到链接中。传输操作员涉及沿传输边界的衍射条件。为此，我们收集并阐明了[6]和[14]中的Dirichlet形式理论的一些结果，并为一般差异表单运算符。我们表明，$ x $是一个半明星，它是涉及沿传输边界共同正态分子的部分反射的随机微分方程的解决方案。
In this note we define and study the stochastic process $X$ in link with a parabolic transmission operator $(A,D(A))$ in divergence form. The transmission operator involves a diffraction condition along a transmission boundary. To that aim we gather and clarify some results coming from the theory of Dirichlet forms as exposed in [6] and [14] for general divergence form operators. We show that $X$ is a semimartingale and that it is solution of a stochastic differential equation involving partial reflections in the co-normal directions along the transmission boundary.
