From one dimensional diffusions to symmetric Markov processes (Q972806): Difference between revisions
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Revision as of 22:21, 19 March 2024
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English | From one dimensional diffusions to symmetric Markov processes |
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From one dimensional diffusions to symmetric Markov processes (English)
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21 May 2010
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Let \(X^0\) be an absorbing diffusion on a one-dimensional regular interval \(I\), with scale function \(s\), speed measure \(m\), and no killing inside. The first aim of the paper is to identify the Dirichlet form of \(X^0\) on \(L^2(I,m)\) and its extended Dirichlet space in terms of the scale function \(s\). Once the Dirichlet form has been identified, one can consider all possible symmetric extension of \(X^0\). The maximal extension corresponds to the concept of the reflected Dirichlet space. The author also discusses the possibility of symmetric extensions of a time changed transient reflecting Brownian motion on a closed domain in \(\mathbb R^d\), \(d\geq 3\), possessing two branches of infinite cones.
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diffusion
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time change
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Dirichlet form
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reflecting extension
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