MULTI—DIMENSIONAL COUPLED DIFFUSION PROCESS
Bo Hang · 1984
In this paper,the formal differential expression(?)is considered,where Ω_1,Ω_2 are general elliptic operators with bounded coefficients a_(ij)(x),b_i(x) andbounded absorption C_(11)(x),C_(22)(x),x∈R~n.It is proved that L generates a (?) semigroup the coupleddiffusion semigroup acting on functions with zero limit at infinity.The associated Markov process isconstructed and shown to have nice trajectory properties.