Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part (Q1434292): Difference between revisions

The author constructs on the closure \(\overline G\) of a bounded open domain \(G\subset\mathbb{R}^n\) a conservative diffusion process \(X_t\) whose generator \(L\) is of the form \[ Lf= {1\over 2}\rho^{-1} \sum^n_{i,j=1} \partial_i(a_{ij}\rho\partial_i f)+ \rho^{-1}\sum^n_{i=1}\overline B_i\partial_i f. \] Here \(\rho\) is an a.e. strictly positive \(L^1(G, dx)\)-function, \(B= \rho^{-1}(\overline B_1,\dots,\overline B_n)\) is \(\rho dx\) square integrable and satisfies \(\sum_i\int_G\overline B_i\partial_i u\,dx= 0\) for all \(u\in C^\infty(\overline G)\), the matrix \(A= (a_{ij})_{ij}\in \mathbb{R}^{n\times n}\) is measurable, symmetric and uniformly elliptic on \(G\). Moreover, \(\rho\) is assumed to be such that the bilinear form \[ {\mathcal E}^r(u,v)= {1\over 2} \int_G\langle A\nabla u,\nabla v\rangle\rho dx,\quad u,v\in C^\infty(\overline G) \] is closable in \(L^2(G,\rho dx)\). This is, e.g., the case if \(\partial_i\rho\) is locally integrable or if \(\rho\) satisfies a Hamza-type condition. The process \(X_t\) itself is constructed using the machinery of generalized Dirichlet forms [\textit{W. Stannat}, Mem. Am. Math. Soc. 678 (1999)]. If \(G\) is a bounded Lipschitz domain and if \(\rho\in H^{1,1}(G)\) and \(a_{ij}\in D({\mathcal E}^r)\), the above constructed process \(X_t\) can be identified and described in terms of a Skorokhod decomposition. The boundary local time is given via the Revuz correspondence for the smooth measure \(\mathbf{1}_{\{\text{trace}\,\rho> 0\}}\sigma\) where \(\sigma\) is the surface measure of \(\partial G\).