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

Brownian motionGreen functionharmonic measureMartin boundaryKato classboundary Harnack principlemeasure-valued driftnon-symmetric diffusionSchrödinger operator

Mathematics Subject Classification ID

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

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.

Recommendations

• Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials
• Estimates on Green functions and Schrödinger-type equations for non-symmetric diffusions with measure-valued drifts
• Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
• Two-sided estimates on the density of Brownian motion with singular drift
• Potential theory of truncated stable processes

Cites work

• scientific article; zbMATH DE number 4169802 (Why is no real title available?)
• scientific article; zbMATH DE number 719919 (Why is no real title available?)
• scientific article; zbMATH DE number 3808131 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• A backward Harnack inequality and Fatou theorem for nonnegative solutions of parabolic equations
• A new setting for potential theory. I
• Aspects of Sobolev-type inequalities
• Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
• Brownian motion with singular drift
• Continuity of Excessive Harmonic Functions for Certain Diffusions
• Estimates on Green functions and Schrödinger-type equations for non-symmetric diffusions with measure-valued drifts
• Excessiveness of harmonic functions for certain diffusions
• From Brownian Motion to Schrödinger’s Equation
• Gaugeability and conditional gaugeability
• General gauge and conditional gauge theorems
• Green function estimate for censored stable processes
• Intrinsic ultracontractivity of non-symmetric diffusion semigroups in bounded domains
• Markov Processes, Brownian Motion, and Time Symmetry
• Markov processes and Martin boundaries. I
• Mesures Associees Aux Fonctionnelles Additives de Markov. I
• On Dual Markov Processes
• On the existence of positive solutions for semilinear elliptic equations with singular lower order coefficients and Dirichlet boundary conditions
• Stability of Martin boundary under non-local Feynman-Kac perturbations
• The Martin compactification associated with a second order strictly elliptic partial differential operator on a manifold \(M\)
• The boundary Harnack principle for the fractional Laplacian
• Two-sided estimates on the density of Brownian motion with singular drift
• Ultracontractivity and the heat kernel for Schrödinger operators and Dirichlet Laplacians

Cited in

(11)

• On the construction of measure-valued dual processes
• Brownian motion with singular time-dependent drift
• Quasi-stationarity and quasi-ergodicity of general Markov processes
• 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
• Strong law of large numbers for supercritical superprocesses under second moment condition
• Intrinsic ultracontractivity of nonsymmetric diffusions with measure-valued drifts and potentials
• Weak extinction versus global exponential growth of total mass for superdiffusions
• Boundary Harnack principle for Brownian motions with measure-valued drifts in bounded Lipschitz domains
• Limit theorems for some critical superprocesses
• On harmonic functions for trace processes

This page was built for publication: On dual processes of non-symmetric diffusions with measure-valued drifts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2483467)