On symmetric linear diffusions

DOI10.1090/TRAN/7580MaRDI QIDQ4633608zbMATH OpenOpenAlexFDO

Authors Liping Li, Jiangang Ying

Publication date 3 May 2019

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.02411

zbMATH Keywords

Dirichlet formsregular Dirichlet subspacesrepresentation theoremsymmetric one-dimensional diffusions

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60)

Abstract: The main purpose of this paper is to explore the structure of local and regular Dirichlet forms associated with symmetric linear diffusions. Let $(mathcalE,mathcalF)$ be a regular and local Dirichlet form on $L^2(I,m)$, where $I$ is an interval and $m$ is a fully supported Radon measure on $I$. We shall first present a complete representation for $(mathcalE,mathcalF)$, which shows that $(mathcalE,mathcalF)$ lives on at most countable disjoint `effective' intervals with corresponding scale function on each interval, and any point outside these intervals is a trap of the linear diffusion. Furthermore, we shall give a necessary and sufficient condition for $C_c^{i}nfty(I)$ being a special standard core of $(mathcalE,mathcalF)$ and identify the closure of $C_c^{i}nfty(I)$ in $(mathcalE,mathcalF)$ when $C_c^{i}nfty(I)$ is contained but not necessarily dense in $mathcalF$ relative to the $mathcal{E}_1$-norm. This paper is partly motivated by a result of [Hamza, 1975], stated in [FOT, Theorem 3.1.6] and provides a different point of view to this theorem. To illustrate our results, many examples are provided.

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Cited in

(20)

• Local property of Dirichlet forms and diffusions on general state spaces
• Silverstein extension and Fukushima extension
• Distorted Brownian motions on space with varying dimension
• Effective intervals and regular Dirichlet subspaces
• On stiff problems via Dirichlet forms
• On general boundary conditions for one-dimensional diffusions with symmetry
• One-dimensional diffusion and stochastic differential equation
• Dirichlet form analysis of the Jacobi process
• Decompositions of symmetric diffusion processes and related topics in analysis
• Explicit recurrence criteria for symmetric gradient type Dirichlet forms satisfying a Hamza type condition
• Liouville theorems based on symmetric diffusions
• scientific article; zbMATH DE number 4005282 (Why is no real title available?)
• scientific article; zbMATH DE number 16692 (Why is no real title available?)
• Dirichlet forms associated with linear diffusions
• Fukushima subspaces of quasidiffusions
• Dirichlet form approach to one-dimensional Markov processes with discontinuous scales
• Regular subspaces of symmetric stable processes
• Regular diffusion and stochastic differential equation with generalized drift
• More about Hamza's theorem
• From one dimensional diffusions to symmetric Markov processes

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