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Related papers: Boundary trace theorems for symmetric reflected di…

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We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…

Probability · Mathematics 2025-02-24 Naotaka Kajino , Mathav Murugan

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

Probability · Mathematics 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…

Probability · Mathematics 2021-09-08 Liping Li , Wenjie Sun

It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…

Probability · Mathematics 2023-03-15 Liping Li

We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…

Probability · Mathematics 2015-01-14 Martin Grothaus , Robert Voßhall

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

Probability · Mathematics 2025-12-22 Loïc Béthencourt , Nicolas Fournier

For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…

Probability · Mathematics 2010-10-12 Weining Kang , Kavita Ramanan

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

Probability · Mathematics 2014-03-27 Florent Barret , Max-K. Von Renesse

In this short article, we shall study one-dimensional local Dirichlet spaces. One result, which has its independent interest, is to prove that irreducibility implies the uniqueness of symmetrizing measure for right Markov processes. The…

Probability · Mathematics 2009-08-13 Xing Fang , Jiangang Ying , Minzhi Zhao

In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calder\'{o}n's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes.

Analysis of PDEs · Mathematics 2015-03-27 Petteri Piiroinen , Martin Simon

We show the existence of a trace process at infinity for random walks on hyperbolic groups of conformal dimension < 2 and relate it to the existence of a reflecting random walk. To do so, we employ the theory of Dirichlet forms which…

Probability · Mathematics 2023-07-17 Pierre Mathieu , Yuki Tokushige

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

We study reflected jump diffusions on Ahlfors regular domains in general metric measure spaces. Under the condition that the Dirichlet form on the ambient space satisfies a capacity upper bound estimate, we construct an extension operator…

Probability · Mathematics 2026-02-12 Shiping Cao , Zhen-Qing Chen

Matrix Dirichlet processes, in reference to their reversible measure, appear in a natural way in many different models in probability. Applying the language of diffusion operators and the method of boundary equations, we describe Dirichlet…

Probability · Mathematics 2017-07-04 Songzi Li

Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…

Probability · Mathematics 2025-08-05 Mateusz Kwaśnicki

We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…

Probability · Mathematics 2019-12-03 Mateusz Kwaśnicki

We extend the classical Douglas integral, which expresses the Dirichlet integral of a harmonic function on the unit disk in terms of its value on boundary, to the case of conservative symmetric diffusion in terms of Feller measure, by using…

Probability · Mathematics 2007-05-23 Masatoshi Fukushima , Ping He , Jiangang Ying

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

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…

Analysis of PDEs · Mathematics 2022-03-25 Pierre Etore , Miguel Martinez

The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…

Probability · Mathematics 2020-04-16 Xiaodan Li , Jiangang Ying
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