Poisson point processes attached to symmetric diffusions

DOI10.1016/J.ANIHPB.2004.10.004MaRDI QIDQ2485320zbMATH OpenOpenAlexFDO

Authors Masatoshi Fukushima, Hiroshi Tanaka

Publication date 4 August 2005

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2005__41_3_419_0, http://www.numdam.org/item?id=AIHPB_2005__41_3_419_0/, https://eudml.org/doc/77853

zbMATH Keywords

Dirichlet formenergy functionalentrance lawexcursionssymmetric diffusion process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60)

Review text

Let \(a\) be a non-isolated point of a topological space \(S\) and \(X^0=(X^0_t, 0 \leq t < \zeta^0, P^0_x)\) be a symmetric diffusion on \(S_0 = S \setminus \{ a \}\) such that \(P^0_x(\zeta^0 < \infty, X^0_{\zeta^0-}=a)>0\) for \(x \in S_0\). By making use of Poisson point processes taking values in the spaces of excursions around \(a\) whose characteristic measures are uniquely determined by \(X^0\), a symmetric diffusion \({\widetilde X}\) on \(S\) with no killing inside \(S\) which extends \(X^0\) on \(S_0\) is constructed. It is also proved that such a process \({\widetilde X}\) is unique in law and its resolvent and Dirichlet form admit explicit expressions in terms of \(X^0\).

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