Tightness property for symmetric diffusion processes (Q1117592)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tightness property for symmetric diffusion processes
scientific article

    Statements

    Tightness property for symmetric diffusion processes (English)
    0 references
    0 references
    1988
    0 references
    Consider a sequence \({\mathcal E}^ n\), \(n\in {\mathbb{N}}\), of closable forms on \(L^ 2({\mathbb{R}}^ d;m_ n)\) of the following type \[ {\mathcal E}^ n(f,g)=2^{-1}\sum^{d}_{i,j=1}\int_{{\mathbb{R}}^ d}(\partial f/\partial x_ i)(x)(\partial g/\partial x_ j)(x)a^ n_{ij}(x)m_ n(dx),\quad f,g\in D({\mathcal E}^ n):=C_ 0^{\infty}({\mathbb{R}}^ d), \] where \(m_ n\) are positive Radon measures on \(R^ d\) with supp \(m_ n={\mathbb{R}}^ d\) and \((a^ n_{ij}(x))_{i,j}\), \(x\in {\mathbb{R}}^ d\), are symmetric, non-negative matrices with greatest eigenvalues uniformly bounded in x and n by some constant \(c>0\). Let \(M^ n=(P_ x^ n,X_ t)\) be the symmetric diffusion processes associated with the closures of (\({\mathcal E}^ n,D({\mathcal E}^ n))\) in the sense of \textit{M. Fukushima} [Dirichlet forms and Markov processes. (1980; Zbl 0422.31007)]. For a probability measure \(\mu\) on \({\mathbb{R}}^ d\) define a probability measure \(P^ n_{\mu}(\cdot):=\int P^ n_ x(\cdot)\mu (dx)\) on \(C([0,\infty),{\mathbb{R}}^ d)\), i.e. the space of all continuous functions on \(R^ d\) equipped with the topology of locally uniform convergence. The main theorem of the paper states that if all diffusions \(M^ n\) are conservative, \(\sup_{n\in {\mathbb{N}}}m_ n(K)<\infty\) for any compact set \(K\subset {\mathbb{R}}^ d\), \(\mu_ n=\Phi_ ndm_ n\) with \(\sup_{n\in {\mathbb{N}}} \| \Phi_ n\|_{\infty}<\infty\), \(\{\mu_ n\}\) is tight and \[ \sup_{n\in {\mathbb{N}}}\sum^{\infty}_{k=0}m_ n(T_{R+k})\ell^{1/2}[k/\sqrt{dcT}]<\infty \quad for\quad any\quad T>0,\quad R>0, \] where \(T_ p:=\{x\in {\mathbb{R}}^ d:p\leq | x| <p+1\}\) and \(\ell (a)=(2\pi)^{-1/2}\int^{\infty}_{a}e^{-u^ 2/2}du\), then the sequence \(\{P^ n_{\mu_ n}\}_{n\in {\mathbb{N}}}\) is tight on \(C([0,\infty),{\mathbb{R}}^ d).\) The proof is partly based on a result in \textit{T. Lyons} and \textit{W. Zheng}, Les processus stochastiques, Coll. Paul Lévy, Palaiseau/Fr. 1987, Asterisque 157-158, 249-271 (1988), implying that the component processes \((X^ i_ t-X^ i_ 0)_{t\geq 0}\), \(1\leq i\leq d\), can be written as the sum of a forward and a backward martingale.
    0 references
    tightness criteria
    0 references
    decomposition of Dirichlet processes
    0 references
    closable forms
    0 references
    Dirichlet forms
    0 references
    backward martingale
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references