Brownian motion with drift on spaces with varying dimension

DOI10.1016/J.SPA.2018.07.001zbMATH Open1481.60163OpenAlexW2962803375WikidataQ129564841 ScholiaQ129564841MaRDI QIDQ2000141FDOQ2000141

Authors Shuwen Lou

Publication date 28 June 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.09751

zbMATH Keywords

Brownian motionLaplacianGreen functionheat kernel estimatestransition density functionsingular driftspace of varying dimension

Mathematics Subject Classification ID

Brownian motion (60J65) Dirichlet forms (31C25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)

Abstract: Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in [5]. In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a process can be conveniently defined by a regular Dirichlet form that is not necessarily symmetric. The drift term is in some type of $L^p$ space with $p$ depending on the region of the state space. We show BMVD with drift can be related to a BMVD without drift via Girsanov transform. Through the method of Duhamel's principle, it is established in this paper that the transition density of BMVD with drift has the same type of sharp two-sided Gaussian bounds as that for BMVD (without drift). As a corollary, we derive Green function estimate for BMVD with drift.

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Cites work

• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• Brownian motion with singular drift
• Comparison of Green functions and harmonic measures for parabolic operators
• Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
• Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
• Gaussian bounds for the fundamental solutions of \(\nabla(A\nabla u)+B\nabla u-u_ t=0\)
• Time-dependent gradient perturbations of fractional Laplacian
• Two-sided estimates on Dirichlet heat kernels for time-dependent parabolic operators with singular drifts in \(C^{1,\alpha }\)-domains
• Two-sided estimates on the density of Brownian motion with singular drift

Cited in

(8)

• On transition density functions of skew Brownian motions with two-valued drift
• On Drifting Brownian Motion Made Periodic
• Heat kernel estimates on spaces with varying dimension
• Brownian motion with singular drift
• Brownian motion on some spaces with varying dimension
• Discrete approximation to Brownian motion with varying dimension in unbounded domains
• On Brownian motions in $n$-space
• Distorted Brownian motions on space with varying dimension

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