Regular points and the boundary-value problem for a hypoelliptic process in a general smooth domain

Source abstract

We fully describe the set of regular and irregular boundary points for a general hypoelliptic stochastic process $(X(t))_{t\geq0}$ absorbed outside a $C^{3,\,1}$ domain $Ω$. The well-posedness of the associated boundary-value problem on $Ω$ is also established in the classical sense. Let us emphasize that, throughout this work, no assumption is made regarding the inherent structure of the boundary of $Ω$. In particular, characteristic and non-characteristic points may coexist on $\partialΩ$, thus extending previous results obtained in the literature. We show that, unlike previous settings, the solution to this boundary-value problem may exhibit discontinuity at the boundary $\partialΩ$. In certain cases involving a $C^\infty$ domain $Ω$ and $C^\infty$ coefficients, the discontinuity set is even of positive Lebesgue surface measure on $\partialΩ$. Finally, we highlight a cone condition under which the continuity is preserved at the boundary.