English

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 XX in link with a parabolic transmission operator (A,D(A))(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 XX 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.

Keywords

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}
}
R2 v1 2026-06-23T14:40:30.141Z