Construction of L^p-strong Feller processes via Dirichlet forms and applications to elliptic diffusions

DOI10.1007/S11118-012-9314-9MaRDI QIDQ1950463zbMATH OpenOpenAlexFDO

Authors Benedict Baur, Martin Grothaus, Patrik Stilgenbauer

Publication date 13 May 2013

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1112.4960

zbMATH Keywords

Dirichlet formsdiffusion processeselliptic regularitydiffusion processes Dirichlet formsstrong Feller processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25)

Abstract: We provide a general construction scheme for $mathcal{L}^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated semigroup and resolvents of kernels having the $mathcal{L}^p$-strong Feller property. They allow us to construct a process which solves the corresponding martingale problem for all starting points from a known set, namely the set where the regularity assumptions hold. We apply this result to construct elliptic diffusions having locally Lipschitz matrix coefficients and singular drifts on general open sets with absorption at the boundary. In this application elliptic regularity results imply the desired regularity assumptions.

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Cited in

(11)

• Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
• A new approach to the \(L^p\)-theory of \(-\Delta + b \cdot \nabla\), and its applications to Feller processes with general drifts
• Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
• Strong Feller property of sticky reflected distorted Brownian motion
• Elliptic boundary value problems and construction of \(L^p\)-strong Feller processes with singular drift and reflection. With a foreword by Martin Grothaus
• Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
• Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights
• Construction and strong Feller property of distorted elliptic diffusion with reflecting boundary
• Skorokhod decomposition for a reflected \(\mathcal{L}^p\)-strong Feller diffusion with singular drift
• On the stochastic regularity of distorted Brownian motions
• Feller generators with measure-valued drifts

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