scientific article; zbMATH DE number 1984450
Let \(X_t\) be a symmetric distorted Brownian motion on \(\mathbb{R}^d\) with singular drift, i.e., \(X_t\) is the (weak) solution to the equation \[ dX_t=\sqrt{2}dW_t+\frac{\nabla\rho}{\rho}(X_t)dt,\quad X_0=x, \tag{*} \] where \(W_t\) is a Brownian motion on \(\mathbb{R}^d\) and \(\rho\) is the Lebesgue density of the symmetrizing measure \(\mu.\) The authors prove that under some integrability conditions on \(\frac{\nabla\rho}{\rho}\) with respect to \(\mu=\rho dx\) the above stochastic equation can be weakly solved for any initial condition in \(\{\rho\not=0\}.\) Let for \(\rho:\mathbb{R}^d\to\mathbb{R}_+\), (H1) denote \(\sqrt{\rho}\in W^{1,2}_{\text{loc}}(\mathbb{R}^d,dx),\) \(\rho>0,\) \(dx\)--a.e. and (H2) denote \(\frac{|\nabla\rho|}{\rho}=2\frac{|\nabla\sqrt{\rho}|}{\sqrt{\rho}}\in L^{d+\varepsilon}_{\text{loc}}(\mathbb{R}^d,\mu)\) for some \(\varepsilon>0.\) It is noted that (H1) implies that the symmetric positive definite bilinear form \[ \mathcal{E}(u,v):=\int_{\mathbb{R}^d}\langle\nabla u,\nabla v\rangle_{\mathbb{R}^d}d\mu, \] \(u,v\in C^\infty_0(\mathbb{R}^d)\), is closable on \(L^2(\mathbb{R}^d,\mu)\) and its closure \((\mathcal{E},D(\mathcal{E}))\) is a regular local symmetric Dirichlet form and by regularity is associated with a Hunt process. The main result of the paper is the following Theorem. Suppose that (H1) and (H2) with \(p:=d+\varepsilon\) hold. Then there exists a diffusion process \(\mathbf{M}=(\Omega,\mathcal{F},(\mathcal{F}_t)_{t\geq 0},(X_t)_{t\geq 0},(\mathbf{P}_x)_{x\in\{\rho>0\}})\) (i.e., a strong Markov process with continuous paths) with state space \(\{\rho>0\}\) and cemetery \(\Delta:=\)Alexandrov point of \(\mathbb{R}^d,\) whose transition semigroup \((P_t)_{t>0}\) is \(\mathcal{L}^r(\mu)\)-strong Feller (i.e., \(P_t\mathcal{L}^r(\mu)\subset C(\{\rho>0\})\)), \(r\in [p,\infty),\) and which solves (*) in the (weak) sense for all initial conditions \(x\in\{\rho>0\}.\) If \((\mathcal{E},D(\mathcal{E}))\) is, in addition, conservative, then so is \(\mathbf{M}.\) Furthermore, \((P_t)_{t>0}\) is strong Feller in this case (i.e., \(P_t(\mathcal{B}_b(\mathbb{R}^d))\subset C_b(\{\rho>0\})\) for all \(T>0\)). Some applications are also given. The first part of Section 6 is devoted to the application to finite particle systems with singular interactions, while the second one treats diffusions in random media. For the entire collection see [Zbl 1007.00041].
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