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

diffusion processesdiffusion processes Dirichlet formsDirichlet formselliptic regularitystrong Feller processes

Mathematics Subject Classification ID

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

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.

Review text

Starting with a regular Dirichlet form (on a locally compact separable metric space) possessing specified regularity assumptions and using techniques in [\textit{S. Albeverio} et al., Contemp. Math. 317, 15--35 (2003; Zbl 1029.60063); \textit{J. M. N. Dohmann}, Forum Math. 17, No. 3, 343--359 (2005; Zbl 1069.60064)], the authors provide a general construction scheme for \({\mathcal L}^p\)-strong Feller processes. This process solves the corresponding martingale problem for all starting points from a known set, namely, the set where the regularity assumptions hold. This result is applied 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)

• Strong Feller property of sticky reflected distorted Brownian motion
• Pointwise weak existence for diffusions associated with degenerate elliptic forms and 2-admissible weights
• Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
• Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
• Construction and strong Feller property of distorted elliptic diffusion with reflecting boundary
• Uniqueness and regularity for a system of interacting Bessel processes via the Muckenhoupt condition
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