On dual processes of non-symmetric diffusions with measure-valued drifts

DOI10.1016/J.SPA.2007.06.007MaRDI QIDQ2483467zbMATH OpenOpenAlexFDO

Authors Panki Kim, Renming Song

Publication date 28 April 2008

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

Full work available at URL https://arxiv.org/abs/math/0605556

zbMATH Keywords

boundary Harnack principleBrownian motionGreen functionharmonic measureKato classMartin boundarymeasure-valued driftnon-symmetric diffusionSchrödinger operator

Mathematics Subject Classification ID

Martin boundary theory (31C35) Estimates of eigenvalues in context of PDEs (35P15) Probabilistic potential theory (60J45) Boundary theory for Markov processes (60J50) Diffusion processes (60J60)

Abstract: In this paper, we study properties of the dual process and Schrodinger-type operators of a non-symmetric diffusion with measure-valued drift. Let mu=(mu^1,..., mu^d) be such that each mu^i is a signed measure on R^d belonging to the Kato class K_{d, 1}. We show that a killed diffusion process with measure-valued drift in any bounded domain has a dual process with respect to a certain reference measure. For an arbitrary bounded domain, we show that a scale invariant Harnack inequality is true for the dual process. We also show that, if the domain is bounded C^{1,1}, the boundary Harnack principle for the dual process is true and the (minimal) Martin boundary for the dual process can be identified with the Euclidean boundary. It is also shown that the harmonic measure for the dual process is locally comparable to that of the h-conditioned Brownian motion with h being the ground state. Under the gaugeability assumption, if the domain is bounded Lipschitz, the (minimal) Martin boundary for the Schrodinger operator obtained from the diffusion with measure-value drift can be identified with the Euclidean boundary.

Review text

The authors study the dual process of the killed diffusion \(X^D\) with measure-valued drift in a bounded domain \(D\). They first show that \(X^D\) has a dual process with respect to a certain reference measure and that the dual process is a continuous Hunt process with the strong Feller property. Then they proceed to study the potential theory of the dual and show that it satisfies a scale invariant Harnack principle, the boundary Harnack principle (in case of a \(C^{1,1}\) domain), and they identify the (minimal) Martin boundary of the dual with the Euclidean boundary. The key to establishing these result is the theorem saying that the harmonic measure of the dual process is locally comparable to that of the \(h\)-conditioned Brownian motion where \(h\) is an eigenfunction corresponding to the largest eigenvalue of the Dirichlet Laplacian in \(D\).

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Cited in

(11)

• Brownian motion with singular time-dependent drift
• On the construction of measure-valued dual processes
• Strong law of large numbers for supercritical superprocesses under second moment condition
• Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
• On harmonic functions for trace processes
• Quasi-stationarity and quasi-ergodicity of general Markov processes
• Weak extinction versus global exponential growth of total mass for superdiffusions
• Limit theorems for some critical superprocesses
• Green function estimates for second order elliptic operators in non-divergence form with Dini continuous coefficients
• Dirichlet heat kernel estimates for fractional Laplacian with gradient perturbation
• Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials

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