On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin (Q2273742)

Motivated by a paper of \textit{M. Cranston} et al. [J. Funct. Anal. 256, No. 8, 2656--2696 (2009; Zbl 1162.82031)] the present authors give a Dirichlet-form treatment of the process constructed by Cranston et al.\ as a weak limit. It is shown that the process \(X\) is a diffusion process on \(\mathbb R^3\) whose generator is of the form \[ Af = \frac 12 \Delta f + \frac{\nabla\psi_\gamma \nabla f}{\psi_\gamma}, \quad \psi_\gamma(x) = \sqrt{\frac{\gamma}{2\pi}}\,\frac{e^{-\gamma|x|}}{|x|},\quad \gamma>0. \] The transformed operator \(L_\gamma f := \psi_\gamma A(f/\psi_\gamma) - (\gamma^2/2)f\) is a self-adjoint extension on \(L^2(\mathbb R^3)\) of \(\frac 12\Delta|C_c^\infty(\mathbb R^3\setminus\{0\})\) (in fact, all possible self-adjoint extensions are of this form). The authors show that \[ \mathcal E(u,v) := \frac 12\int_{\mathbb R^3} \nabla u(x)\nabla v(x)\psi_\gamma^2(x)\,dx \] is a Dirichlet form on \(L^2(\mathbb R^3,\psi_\gamma^2(x)\,dx)\) with core \(C_c^\infty(\mathbb R^3)\). Denote by \(X^0\) the part process obtained by restricting the form \(\mathcal E\) to \(D(\mathcal E)\cap \{u\,:\,u(x)=0\}\) (this is the process \(X\) killed upon hitting \(0\)). It is shown that \(X\) is a reflecting extension of \(X^0\) and that \(X\) can be obtained from \(X^0\) by gluing together the excursions from \(0\). It is shown that \(\{0\}\) is the only non-polar singleton for \(X\); roughly speaking \(X\) behaves on \(\{0\}^c\) like a Brownian motion, with a mild push towards \(0\). However, the Fukushima decomposition of \(X_t\) is of the form \(B_t + N_t + X_0\) where \(B_t\) is a Brownian motion and \(N_t\) is a finite-energy process which is not of finite variation, so \(X\) is not a semimartingale.