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skorokhod decomposition
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Skorokhod decomposition for a reflected -strong Feller diffusion with singular drift
Stochastics
◽
10.1080/17442508.2017.1371178
◽
2017
◽
Vol 90
(4)
◽
pp. 539-568
Author(s):
Benedict Baur
◽
Martin Grothaus
Keyword(s):
Singular Drift
◽
Skorokhod Decomposition
◽
Strong Feller
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Construction of the Local Time and Skorokhod Decomposition
Elliptic Boundary Value Problems and Construction of Lp-Strong Feller Processes with Singular Drift and Reflection
◽
10.1007/978-3-658-05829-6_6
◽
2014
◽
pp. 83-127
Author(s):
Benedict Baur
Keyword(s):
Local Time
◽
Skorokhod Decomposition
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Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part
Probability Theory and Related Fields
◽
10.1007/s00440-003-0296-9
◽
2003
◽
Vol 127
(4)
◽
pp. 455-495
◽
Cited By ~ 14
Author(s):
Gerald Trutnau
Keyword(s):
Lipschitz Domains
◽
Reflected Diffusions
◽
Bounded Lipschitz Domains
◽
Skorokhod Decomposition
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