Stochastic processes associated to multidimensional parabolic transmission problems in divergence form - IPS
Article Dans Une Revue ALEA : Latin American Journal of Probability and Mathematical Statistics Année : 2023

Stochastic processes associated to multidimensional parabolic transmission problems in divergence form

Pierre Etoré
  • Fonction : Auteur
  • PersonId : 1039251
  • IdRef : 112858562

Résumé

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.
Fichier principal
Vignette du fichier
Div-rep-version-finale-ALEA.pdf (510.02 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-02531467 , version 1 (03-04-2020)
hal-02531467 , version 2 (23-03-2022)
hal-02531467 , version 3 (20-02-2023)

Identifiants

Citer

Pierre Etoré, Miguel Martinez. Stochastic processes associated to multidimensional parabolic transmission problems in divergence form. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2023, 20, pp.291-311. ⟨10.30757/ALEA.v20-11⟩. ⟨hal-02531467v3⟩
141 Consultations
191 Téléchargements

Altmetric

Partager

More