Conservativeness criteria for generalized Dirichlet forms

DOI10.1016/J.JMAA.2016.11.056MaRDI QIDQ730236zbMATHOpenAlexFDO

Authors Minjung Gim, Gerald Trutnau

Publication date 23 December 2016

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.04846

zbMATH Keywords

diffusion processesMarkov semigroupsconservativeness criteriageneralized Dirichlet formsnon-explosion resultsnon-symmetric Dirichlet forms

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

Abstract: We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr'e du champ on a locally compact separable metric space. These form an important subclass of generalized Dirichlet forms which were introduced in cite{St1}. In case there exists an associated strong Feller process, the analytic conditions imply conservativeness, i.e. non-explosion of the associated process in the classical probabilistic sense. As an application of our general results on locally compact separable metric state spaces, we consider a generalized Dirichlet form given on a closed or open subset of $mathbb{R}^d$ which is given as a divergence free first order perturbation of a symmetric energy form. Then using volume growth conditions of the carr'e du champ and the non-sectorial first order part, we derive an explicit criterion for conservativeness. We present several concrete examples which relate our results to previous ones obtained by different authors. In particular, we show that conservativeness can hold for a cubic variance if the drift is strong enough to compensate it. This work continues our previous work on transience and recurrence of generalized Dirichlet forms.

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Cited in

(12)

• Recurrence criteria for generalized Dirichlet forms
• Existence, uniqueness and ergodic properties for time-homogeneous Itô-SDEs with locally integrable drifts and Sobolev diffusion coefficients
• Markov semi-groups generated by elliptic operators with divergence-free drift
• Computations and conservativeness of traces of one-dimensional diffusions
• Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators
• Existence and uniqueness of (infinitesimally) invariant measures for second order partial differential operators on Euclidean space
• Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
• New Hilbert space tools for analysis of graph Laplacians and Markov processes
• On the conservativeness of some Markov processes
• Existence and regularity of infinitesimally invariant measures, transition functions and time-homogeneous Itô-SDEs
• Decomposition formulae for Dirichlet forms and their corollaries
• A note on reflected Dirichlet forms

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