Stochastic processes associated to multidimensional parabolic transmission problems in divergence form
Analysis of PDEs
2022-03-25 v2 Probability
Abstract
In this note we define and study the stochastic process in link with a parabolic transmission operator 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 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.
Cite
@article{arxiv.2004.02440,
title = {Stochastic processes associated to multidimensional parabolic transmission problems in divergence form},
author = {Pierre Etore and Miguel Martinez},
journal= {arXiv preprint arXiv:2004.02440},
year = {2022}
}