Traces of symmetric Markov processes and their characterizations (Q2497171)

Let \((X_t,P_x)\) be an irreducible \(m\)-symmetric Markov process on \(E\) associated with a Dirichlet form \(({\mathcal E},{\mathcal F})\). For an additive functional \(A^\mu_t\) with associated Revuz measure \(\mu\), the time changed process \(Y_t=X_{\tau_t}\), \(\tau_t=\inf\{s>0:A^\mu_s>t\}\) is a \(\mu\)-symmetric Markov process on the quasi-support \(F\) of \(\mu\) with Dirichlet form \(\check{\mathcal E}(u,v)={\mathcal E}(Hu,Hv)\) for \(u,v \in \check{\mathcal F}={\mathcal F}_e| _F\cap L^2(F;\mu)\). The authors give the characterizations of \(Y_t\) and the Dirichlet form \((\check{\mathcal E}, \check{\mathcal F})\) in terms of the Beurling-Deny decomposition. Let \(E_0=E\setminus F\) and \(P^0_t\) the transition function of the part process on \(E^0\). Define the energy functional of excessive functions \(f,g\) by \(L(f,g)=\lim_{t\to 0} (1/t) \int_{E_0} (f-P^0_tf)(x)g(x) \,dm(x)\). The Feller kernel \(U\) and the supplementary Feller kernel \(V\) are defined by \(U(f\otimes g)=L(Hf,Hg)\) and \(V(f)=L(Hf,q)\) for \(q(x)=1-H1(x)\), respectively. The main result of this paper shows that the continuous part \(\check{\mathcal E}^c\) of \(\check{\mathcal E}\) is given by \(\check{\mathcal E}^c(u,v) ={1\over 2} \mu^c_{\langle Hu,Hv\rangle}(F)\) and the jumping and killing measures are given by \(\check{J}(dx,dy)={1\over 2}U(dx,dy)+J(dx,dy)| _{F\times F}\) and \(\check{k}(dx)=V(dx)+k(dx)| _F\), respectively, where \(\mu^c_{\langle u,u\rangle}\), \(J(dx,dy)\) and \(k(dx)\) are the corresponding notions of \(X_t\). Denote by \({\mathcal G}\) the family of functions on \(F\) with finite Douglas integrals, that is the family of functions \(\varphi\) such that \(\int_{F\times F} (\varphi(\xi)-\varphi(\eta))^2U(d\xi,d\eta)+\int_F \varphi^2(\xi) V(d\xi)<\infty\). Conditions for the identification of \({\mathcal G}\) with the trace Dirichlet form \(\check{\mathcal F}_e\) are also discussed. The main results are applied to give the explicit forms of the Feller and supplementary Feller kernels in the case of Brownian motion and stable processes. Probalistic characterizations of the Feller measures by using the excursion of \(X\) leaving from \(F\) are also given. In the case of symmetric diffusion processes, the related results are given by \textit{M. Fukushima, P. He} and \textit{J. Ying} [Ann. Probab. 32, No. 4, 3138--3166 (2004; Zbl 1076.60063)].