Intrinsic metric and one-dimensional diffusions

被引：0
|
作者：
Sun, Wenjie [1 ]
Ying, Jiangang [2 ]
机构：
[1] Fudan Univ, Shanghai Ctr Math Sci, Shanghai, Peoples R China
[2] Fudan Univ, Sch Math Sci, Shanghai, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2019年 / 150卷
关键词：
Dirichlet forms; One-dimensional diffusions; Intrinsic metric; Brownian motion; Volume doubling; Regular Dirichlet subspaces and extensions; LOCAL DIRICHLET SPACES;
D O I：
10.1016/j.spl.2019.03.009
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
One-dimensional strongly local and regular Dirichlet forms which are irreducible can always be characterized by the so-called scale function s and speed measure m. In this paper we derive the intrinsic metric of such a Dirichlet form in terms of s and m. As an application, we give a new characterization of regular Dirichlet subspaces and extensions of Brownian motion, comparing to Fang et al. (2005) and Li and Ying (2019). Finally two examples on volume doubling property of regular Dirichlet subspaces of Brownian motion are presented. (C) 2019 Elsevier B.V. All rights reserved.
引用
收藏
页码：146 / 151
页数：6
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