A certain class of distribution-valued additive functionals. I: For the case of Brownian motion (Q5930007)

Let \(X_t\) be the Brownian motion on \(R^d\). Additive functionals of zero energy which is not necessarily of locally bounded variation appear in Fukushima's decomposition of \(u(X_t)-u(X_0)\) for \(u \in H^1_{\text{loc}}\). In particular, \textit{T. Yamada} [Probab. Math. Stat. 4, 153-166 (1984; Zbl 0565.60049)] and \textit{M. Yor }[in: Séminaire de probabilités XVI. Lect. Notes Math. 920, 238-247 (1982; Zbl 0495.60080)] have given typical examples of such additive functionals. For a Schwartz sense distribution \(T \in {\mathcal D}'\), put \(A_T(a;t,\omega)=\int_0^t T(X_s-a) ds\). To define more rigorously, define \(A_T(t,\omega)\in {\mathcal D}'\) by \(\langle A_T(t,\omega), \varphi\rangle=\int_0^t T*\varphi(X_s) ds\) and let \(A^\varepsilon_T(a;t,\omega)=A^\varepsilon_T(t,\tau_{-a}\omega)\), where \(\tau_x(\omega)\) is defined by \(X_s(\tau_x\omega)=X_s(\omega)+x\) and \(A^\varepsilon_T\) is defined by \(A^\varepsilon_T(t,\omega) =\langle A_T(t,\omega),\rho_\varepsilon\rangle\) using the mollifier \(\rho_\varepsilon\). Let \(H^\beta_p=\{T\in {\mathcal S}'; \widehat{T}(\lambda)(1+ |\lambda|^2)^{\beta/2} \in L^p\}\), where \(\widehat{T}\) is the Fourier transform of \(T\). Using Fourier analytic method, it is proved, for suitably chosen \(p\) and \(\beta\), that there exists a sequence \(\varepsilon_n \downarrow 0\) such that \(A_T^{\varepsilon_n}(a;t, \omega)\) converges locally uniformly to \(A_T(a;t,\omega)\) a.s. In particular, \(A_T(a;t,\omega)\) has an \((a,t)\)-continuous version. Further the zero energy property of the additive functional is also shown.