On a strict decomposition of additive functionals for symmetric diffusion processes (Q1805030): Difference between revisions
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Latest revision as of 12:19, 23 May 2024
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English | On a strict decomposition of additive functionals for symmetric diffusion processes |
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On a strict decomposition of additive functionals for symmetric diffusion processes (English)
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11 September 1995
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\(X\) being a symmetric regular Hunt process and \(u\) being in its Dirichlet space, the author already showed that the following additive functionals decomposition holds: \(u(X_ t) - u(X_ 0) = M^ u_ t + N^ u_ t\), \(\mathbb{P}_ x\)-a.s. for quasi every \(x\), where \(M^ u\) is a martingale of finite energy and \(N^ u\) is continuous with zero energy. Under regularity assumptions on \(X\) and \(u\), the author specifies some locality and support properties of \(N^ u\), and gives a characterization of the fact for \(N^ u\) to be of bounded variation.
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decomposition of additive functionals
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symmetric diffusion process
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Hunt process
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