Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions (Q886129)

From MaRDI portal





scientific article; zbMATH DE number 5167472
Language Label Description Also known as
default for all languages
No label defined
    English
    Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions
    scientific article; zbMATH DE number 5167472

      Statements

      Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions (English)
      0 references
      0 references
      0 references
      26 June 2007
      0 references
      A symmetric reflecting distorted Brownian motion \((X_t)_{t\geq 0}\) on \(\overline{\Omega}\subset \mathbb R^n\) for a relatively compact open set \(\Omega\) is a diffusion process associated with the closure of the symmetric form \({\mathcal E}^\rho(f,g)=\int_\Omega \nabla f\cdot \nabla g \,d\mu\) defined for \(f,g \in {\mathcal D}=\{f \in C(\overline{\Omega})\cap W^{1,1}_{\text{loc}}(\Omega)| {\mathcal E}^\rho(f,f)<\infty\}\), where \(d\mu=\rho \,dx\). Under the Hamza condition for the closability of the form, the Dirichlet form theory can be used for the construction. But, in the general theory of Dirichlet forms, since the associated process has an exceptional set of capacity zero, it is not possible to specify the properties for each starting point. The main purpose of this paper is to give a condition for the existence of \(X^\rho\) for each starting point in \(\{\rho>0\}\cap \overline{\Omega}\) and apply it for the configuration process of \(N\)-particle systems. Assume that \(\partial \Omega\) has zero Lebesgue measure and \(| \nabla \rho| /\rho \in L^p(\Omega,\mu)\). Under a regularity condition on \(\partial \Omega\) weaker than \(C^2\), the \(L^p\)-strong Feller property, i.e., \(P_tf \in C(\{\rho>0\}\cap \overline{\Omega})\) for all \(t>0\) and \(f \in L^p(\overline{\Omega},\mu)\), of a canonical version \(P_tf\) of the semigroup corresponding to \({\mathcal E}^\rho\) is shown. This property gives the existence of the process for each starting point. Furthermore, a characterization of the process by a martingale problem is given. As an application, a construction of the continuous \(N\)-particle gradient stochastic dynamics in cuboids \(\Lambda\subset \mathbb R^d\) with reflecting boundary condition is given. In particular, the dynamics can start from all initial configurations such that at most one particle is in \(\partial \Lambda\).
      0 references
      diffusion processes
      0 references
      reflecting diffusion
      0 references
      strong Feller property
      0 references
      interacting particle systems
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references