An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains

Hirofumi Osada; Toshifumi Saitoh

doi:10.1007/bf01192195

An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains

Probability Theory and Related Fields ◽

10.1007/bf01192195 ◽

1995 ◽

Vol 101 (1) ◽

pp. 45-63 ◽

Cited By ~ 9

Author(s):

Hirofumi Osada ◽

Toshifumi Saitoh

Keyword(s):

Markov Processes ◽

Invariance Principle ◽

Symmetric Markov Processes ◽

Random Domains

Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes

Acta Applicandae Mathematicae ◽

10.1007/bf00046882 ◽

1988 ◽

Vol 12 (3) ◽

pp. 237-263 ◽

Cited By ~ 11

Author(s):

Torbj�rn Kolsrud

Keyword(s):

Markov Processes ◽

Random Fields ◽

Gaussian Random Fields ◽

Infinite Dimensional ◽

Symmetric Markov Processes

Rate of Growth of Local Times of Strongly Symmetric Markov Processes

Seminar on Stochastic Processes, 1990 ◽

10.1007/978-1-4684-0562-0_12 ◽

1991 ◽

pp. 253-260

Author(s):

Michael B. Marcus

Keyword(s):

Markov Processes ◽

Local Times ◽

Rate Of Growth ◽

Symmetric Markov Processes

Capacities of Symmetric Markov Processes

Seminar on Stochastic Processes, 1987 ◽

10.1007/978-1-4684-0550-7_7 ◽

1988 ◽

pp. 159-170

Author(s):

J. Glover ◽

W. Hansen ◽

M. Rao

Keyword(s):

Markov Processes ◽

Symmetric Markov Processes

An Invariance Principle for Additive Functionals of Semi-Markov Processes

Analytical and Computational Methods in Probability Theory - Lecture Notes in Computer Science ◽

10.1007/978-3-319-71504-9_34 ◽

2017 ◽

pp. 409-420

Author(s):

Adina Oprisan

Keyword(s):

Markov Processes ◽

Invariance Principle ◽

Additive Functionals ◽

Semi Markov Processes

Flux and Lateral Conditions for Symmetric Markov Processes

Potential Analysis ◽

10.1007/s11118-008-9097-1 ◽

2008 ◽

Vol 29 (3) ◽

pp. 241-269

Author(s):

Zhen-Qing Chen ◽

Masatoshi Fukushima

Keyword(s):

Markov Processes ◽

Symmetric Markov Processes

Chapter 4 Analysis in Symmetric Markov Processes

North-Holland Mathematical Library - Dirichlet Forms and Markov Processes ◽

10.1016/s0924-6509(08)70633-0 ◽

1980 ◽

pp. 87-121

Keyword(s):

Markov Processes ◽

Symmetric Markov Processes

Symmetric Markov Processes on Finite Spaces

Lecture Notes in Mathematics - Markov Paths, Loops and Fields ◽

10.1007/978-3-642-21216-1_1 ◽

2011 ◽

pp. 1-12

Author(s):

Yves Le Jan

Keyword(s):

Markov Processes ◽

Finite Spaces ◽

Symmetric Markov Processes

Boundary Theory for Symmetric Markov Processes

Symmetric Markov Processes, Time Change, and Boundary Theory (LMS-35) ◽

10.23943/princeton/9780691136059.003.0007 ◽

2011 ◽

Cited By ~ 2

Author(s):

Zhen-Qing Chen ◽

Masatoshi Fukushima

Keyword(s):

Markov Processes ◽

Boundary Theory ◽

Symmetric Markov Processes ◽

The Relationship ◽

Lateral Condition

This chapter proposes a boundary theory for symmetric Markov processes. It begins by investigating the relationship between the space (Fₑ,E) and the space ((ℱ⁰)ref, ℰ 0,ref). Next, the chapter focuses on the restricted spaces ℱ₀∣F, ℱ∣F and their descriptions in terms of the Feller measures U, V, and U α‎ and the Douglas integrals defined by them. The chapter then introduces the lateral condition for the L² generator and studies the case where the set F consists of countably many points that are located in an invariant way under a quasi-homeomorphism. It then turns to one-point extensions and examples of these, and follows up with many-point extensions and their examples as well.