Some Dirichlet spaces obtained by subordinate reflected diffusions

DOI10.4171/RMI/250MaRDI QIDQ1283364zbMATH OpenOpenAlexFDO

Authors Niels Jacob, R. L. Schilling

Publication date 31 May 1999

Published in Revista Matemática Iberoamericana (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/39564

zbMATH Keywords

Bochner's subordinationdecomposition of Neumann and Dirichlet functionals pacessecond-order elliptic differential operatorsSkorokhod representation

Mathematics Subject Classification ID

Dirichlet forms (31C25) Boundary value problems for second-order elliptic equations (35J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

Review text

First, the authors collect some fundamental results on Dirichlet and Neumann problems for second-order elliptic differential operators (with smooth coefficients in smooth domains), and on the associated diffusion processes. Then the subordination in the sense of Bochner is discussed from both analytic and probabilistic point of view, together with the decomposition of special Neumann and Dirichlet functional spaces. The final section applies the Bochner's subordination to the construction of Skorokhod representation of the reflected diffusion.

Recommendations

• On reflected Dirichlet spaces
• On reflecting diffusion processes and Skorokhod decompositions
• On regular Dirichlet subspaces of \(H^1(I)\) and associated linear diffusions

Cited in

(19)

• Harmonic functions of subordinate killed Brownian motion
• Fractional elliptic equations in nondivergence form: definition, applications and Harnack inequality
• Subordination in the sense of Bochner of L^p-semigroups and associated Markov processes
• Green function estimates and Harnack inequality for subordinate Brownian motions
• Heat kernel estimates for stable-like processes on d-sets.
• Sobolev spaces on non-smooth domains and Dirichlet forms related to subordinate reflecting diffusions
• Multifractional Markov processes in heterogeneous domains
• Semigroups, potential spaces and applications to (S)PDE
• Subordination in the Sense of S. Bochner—An Approach through Pseudo Differential Operators
• A priori estimates for fractional nonlinear degenerate diffusion equations on bounded domains
• Transition density estimates for relativistic alpha-stable processes on metric spaces
• Extended L^p Dirichlet spaces
• Nonlinear nonlocal Douglas identity
• A probabilistic approach to a non‐local quadratic form and its connection to the Neumann boundary condition problem
• The Douglas formula in \(L^p\)
• Non-linear Gagliardo-Nirenberg inequality involving a second-order elliptic operator in non-divergent form
• Reflected symmetric \(\alpha\)-stable processes and regional fractional Laplacian
• Potential theory of special subordinators and subordinate killed stable processes
• Integration by parts formula for regional fractional Laplacian

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