Thesis (Ph.D.)--University of Washington, 2012This dissertation studies two different types of interaction of diffusion processes with the boundary of a domain DsubRRn, which is assumed to be bounded, and of class C2(RRn). The first process that is studied is obliquely reflected Brownian motion, and it is constructed as the unique Hunt process X properly associated with the following Dirichlet form: \begin{align} \label{eq:abs_df} \tag{1} \E(u,v) = \frac12\int_D \nabla u\nabla(u\rho) dx + \frac12\int_D \nabla u \cdot\vec{\tau}\ v\ \rho(x)\sigma(dx), \end{align} where \vec\tau:\partial D\to\RR^n is tangential to βD, and u,v belong to the Sobolev space W1,2(D). The reference measure Ο(x)dx is assumed to be given by a harmonic function Ο whose gradient βΟ is uniformly bounded. It is shown that such process X admits a Skorohod decomposition \begin{align} \label{eq:abs_skorohod} \tag{2} dX_t = dB_t + [\vec{n}+\vec\tau](X_t)dL_t. \end{align} Moreover, we show that the unique stationary distribution of X is the measure given by Ο(x)dx. In the second part of the dissertation, we present a new reflection process Xtβ in a bounded domain D of class C^2(\RR^n) that behaves very much like oblique reflected Brownian motion, except that the directions of reflection depend on an external parameter Stβ called spin. The spin is allowed to change only when the process Xtβ is on the boundary of D. The pair (X,S) is called spinning Brownian motion and is found as the unique strong solution to the following stochastic differential equation: % %Let DβRn be an open C2 domain, and let Btβ be a n-dimensional Brownian motion. A pair (Xtβ,Stβ) is called spinning Brownian motion (sBM) if it solves the following stochastic differential equation \begin{align} \label{eq:abs_sbm} \tag{3} \left\{ \begin{array}{rl} dX_t &= \sigma(X_t)dB_t + \vec{n}(X_t)dL_t + \vec \tau (X_t,S_t)dL_t \\ dS_t &= \spar{\vec{g}(X_t) - S_t } dL_t \end{array} \right. \end{align} where Ltβ is the local time process of Xtβ, n is the interior unit normal to βD, and Ο is a vector field perpendicular to n^. The function Ο(β ) is a non-degenerate (nΓn)-matrix valued function, and Ο(β ) and gβ(β ) are Lipschitz bounded vector fields. % We prove that a unique strong solution to \eqref{eq:abs_sbm} exists as the limit of a family of processes (X^\e,S^\e) that satisfy an equation like \eqref{eq:abs_sbm}, but in which the spin component dS has a noise \e dW. With this added noise, the process (X^\e,S^\e) is an obliquely reflected Brownian motion in an unbounded domain. % It is also shown that spinning Brownian motion has a unique stationary distribution. The main tool of the proof is excursion theory, and an identification of the Local time of Xtβ as a component of an exist system for Xtβ
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