Regular subspaces of skew product diffusions

DOI10.1515/FORUM-2015-0012MaRDI QIDQ312777zbMATH OpenOpenAlexFDO

Authors Liping Li, Jiangang Ying

Publication date 9 September 2016

Published in Forum Mathematicum (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.04981

zbMATH Keywords

Dirichlet formsrotationally invariant diffusionsskew product diffusions

Mathematics Subject Classification ID

Diffusion processes (60J60) Dirichlet forms (31C25) Local time and additive functionals (60J55)

Abstract: Roughly speaking, the regular subspace of a Dirichlet form is also a regular Dirichlet form on the same state space. It inherits the same form of original Dirichlet form but possesses a smaller domain. What we are concerned in this paper are the regular subspaces of associated Dirichlet forms of skew product diffusions. A skew product diffusion $X$ is a symmetric Markov process on the product state space $E_{1}imes{E}_2$ and expressed as [ X_t=(X^1_t,X^2_{A_t}),quad tgeq 0, ] where $X^i$ is a symmetric diffusion on $E_i$ for $i=1,2$, and $A$ is a positive continuous additive functional of $X^1$. One of our main results indicates that any skew product type regular subspace of $X$, say [ Y_t=(Y^1_t,Y^2_{ ilde{A}_t}),quad tgeq 0, ] can be characterized as follows: the associated smooth measure of $ildeA$ is equal to that of $A$, and $Y^i$ corresponds to a regular subspace of $X^i$ for $i=1,2$. Furthermore, we shall make some discussions on rotationally invariant diffusions on $mathbf{R}^{d}setminus0$, which are special skew product diffusions on $(0,infty)imes{S}^{d-1}$. Our main purpose is to extend a regular subspace of rotationally invariant diffusion on $mathbf{R}^{d}setminus0$ to a new regular Dirichlet form on $mathbf{R}^d$.

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Cited in

(6)

• On structure of regular Dirichlet subspaces for one-dimensional Brownian motion
• Remarks on quasi-regular Dirichlet subspaces
• Continuous extensions of skew product diffusions
• Regular subspaces of regular Dirichlet forms
• Effective intervals and regular Dirichlet subspaces
• Regular Dirichlet extensions of one-dimensional Brownian motion

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