Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms

DOI10.1515/FORM.2011.111MaRDI QIDQ5388212zbMATH OpenOpenAlexFDO

Authors Masayoshi Takeda, Gerald Trutnau

Publication date 18 April 2012

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.3900

zbMATH Keywords

conservativeness criteriaDiffusion processesdivergence form operatorsnon-explosion testnon-symmetric Dirichlet form

Mathematics Subject Classification ID

Dirichlet forms (31C25) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)

Abstract: Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general perturbed divergence form operators. Our main tool is a recently extended forward and backward martingale decomposition, which reduces to the well-known Lyons-Zheng decomposition in the symmetric case.

Recommendations

• Conservativeness criteria for generalized Dirichlet forms
• Conservativeness of diffusion processes with drift
• Conservation property of symmetric jump-diffusion processes
• Explosion of jump-type symmetric Dirichlet forms on \(\mathbb{R}^{d}\)
• On the conservativeness of some Markov processes

Cites work

• A generalized class of Lyons-Zheng processes
• Analysis on local Dirichlet spaces. I. Recurrence, conservativeness and Lp-Liouville properties.
• Brownian motion in a wedge with oblique reflection
• Brownian Motion in a Wedge with Variable Skew Reflection
• On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions
• Quasi-Regular Dirichlet Forms: Examples and Counterexamples
• Recurrence classification and invariant measure for reflected Brownian motion in a wedge
• Skorokhod decomposition of reflected diffusions on bounded Lipschitz domains with singular non-reflection part

Cited in

(14)

• Leafwise Brownian motions and some function theoretic properties of laminations
• Convergence of non-symmetric diffusion processes on RCD spaces
• Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs
• Volume growth and escape rate of symmetric diffusion processes
• scientific article; zbMATH DE number 4018034 (Why is no real title available?)
• Explosion Problems for Symmetric Diffusion Processes
• scientific article; zbMATH DE number 1494234 (Why is no real title available?)
• On multidimensional diffusion processes with jumps
• Conservativeness of diffusion processes with drift
• On the conservativeness of some Markov processes
• Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators
• Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure
• Conservativeness criteria for generalized Dirichlet forms
• Explosion problem for holomorphic diffusion processes and its applications

This page was built for publication: Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5388212)