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

DOI10.1016/J.SPA.2007.06.007zbMATH Open1146.60060arXivmath/0605556OpenAlexW2112880233MaRDI QIDQ2483467FDOQ2483467

Authors: Panki Kim, Renming Song 

Publication date: 28 April 2008

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

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.

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

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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)

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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

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