EXISTENCE AND APPROXIMATION OF HUNT PROCESSES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS

DOI10.1142/S0219025711004559MaRDI QIDQ3114603zbMATH OpenFDO

Authors Vitali Peil, Gerald Trutnau

Publication date 19 February 2012

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.3126

zbMATH Keywords

capacitygeneralized Dirichlet formHunt processmultivariate Poisson processtightness

Mathematics Subject Classification ID

Potentials and capacities on other spaces (31C15) Dirichlet forms (31C25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Right processes (60J40) Probabilistic potential theory (60J45)

Abstract: We show that any strictly quasi-regular generalized Dirichlet form that satisfies the mild structural condition D3 is associated to a Hunt process, and that the associated Hunt process can be approximated by a sequence of multivariate Poisson processes. This also gives a new proof for the existence of a Hunt process associated to a strictly quasi-regular generalized Dirichlet form that satisfies SD3 and extends all previous results.

Recommendations

• ON HUNT PROCESSES AND STRICT CAPACITIES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS
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• Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms
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• scientific article; zbMATH DE number 708765
• Approximation of Hunt processes by multivariate Poisson processes

Cites work

• A REMARK ON THE GENERATOR OF A RIGHT-CONTINUOUS MARKOV PROCESS
• About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains
• Approximation of arbitrary Dirichlet processes by Markov chains
• Approximation of Hunt processes by multivariate Poisson processes
• scientific article; zbMATH DE number 3467467 (Why is no real title available?)
• Markov processes: Ray processes and right processes
• ON HUNT PROCESSES AND STRICT CAPACITIES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS
• TIME-DEPENDENT DIRICHLET FORMS AND RELATED STOCHASTIC CALCULUS

Cited in

(13)

• Approximation of arbitrary Dirichlet processes by Markov chains
• Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations
• Dirichlet forms and potential theory of symmetric Hunt processes
• Liouville property, Wiener's test and unavoidable sets for hunt processes
• scientific article; zbMATH DE number 19590 (Why is no real title available?)
• Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms
• Hunt's hypothesis (H) and Getoor's conjecture for Lévy processes
• Characterization of (non-symmetric) semi-Dirichlet forms associated with Hunt processes
• ON HUNT PROCESSES AND STRICT CAPACITIES ASSOCIATED WITH GENERALIZED DIRICHLET FORMS
• Approximation of Hunt processes by multivariate Poisson processes
• On generalization of quasidiffusions
• Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure
• Conservativeness criteria for generalized Dirichlet forms

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