Girsanov-type transformations of local Dirichlet forms: An analytic approach (Q2565068)

Let \(M\) be a diffusion process with state space a Borel subset \(E\) of a Polish space. Suppose \(M\) is symmetric w.r.t. a \(\sigma\)-finite measure \(m\), and the associated Dirichlet form \(({\mathcal E}, D({\mathcal E}))\) on \(L^2(E,m)\) admits a square field operator \(\Gamma\). Let \(\varphi\) be an \(m\)-a.e. strictly positive function on \(E\), that is supposed to be locally in \(D ({\mathcal E})\) in a restricted sense. Under weak additional assumptions on \(({\mathcal E}, D({\mathcal E}))\) it is shown analytically, that the bilinear form \({\mathcal E}^\varphi (u,v)= \int\Gamma (u,v) \varphi^2 dm\) with domain \({\mathcal D}^\varphi= \{u\in D ({\mathcal E})\); \(\int (\Gamma (u,u)+ u^2) \varphi^2 dm <\infty\}\) is closable on \(L^2 (E,\varphi^2 \cdot m)\), and the closure \(({\mathcal E}^\varphi, D({\mathcal E}^\varphi))\) is a Dirichlet form associated with a diffusion \(M^\varphi\). \(M^\varphi\) is identified as the Girsanov transform of \(M\) considered by \textit{M. Fukushima}, \textit{Y. Oshima} and \textit{M. Takeda} [``Dirichlet forms and symmetric Markov processes'' (1994; Zbl 0838.31001)]. Moreover, a necessary and sufficient condition for a dense subspace in \(D({\mathcal E})\) to be dense in \(D({\mathcal E}^\varphi)\) is derived. Applications include sufficient conditions for absolute continuity of diffusion processes w.r.t. Brownian motion on complete Riemannian manifolds (including a recent result of M. Takeda for Brownian motion in \(\mathbb{R}^d)\), reflected Brownian motions on smooth Euclidean domains, and diffusions associated with gradient Dirichlet forms on Banach spaces [extending results of \textit{S. Albeverio}, \textit{M. Röckner} and \textit{T. S. Zhang}, Ann. Probab. 21, No. 2, 961-978 (1993; Zbl 0776.60093)].