From one dimensional diffusions to symmetric Markov processes

被引:11
|
作者
Fukushima, Masatoshi [1 ]
机构
[1] Osaka Univ, Branch Math Sci, Osaka 5608531, Japan
关键词
Diffusion; Time change; Dirichlet form; Reflecting extension; DIRICHLET SPACES;
D O I
10.1016/j.spa.2010.01.010
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
For an absorbing diffusion X(0) on a one dimensional regular interval I with no killing inside, the Dirichlet form of X(0) on L(2) (I; m) and its extended Dirichlet space are identified in terms of the canonical scale s of X(0), where m is the canonical measure of X(0). All possible symmetric extensions of X(0) will then be considered in relation to the active reflected Dirichlet space of X(0). Furthermore quite analogous considerations will be made for possible symmetric extensions of a specific diffusion in a higher dimension, namely, a time changed transient reflecting Brownian motion on a closed domain of R(d), d >= 3, possessing two branches of infinite cones. (C) 2010 Elsevier B.V. All rights reserved.
引用
收藏
页码:590 / 604
页数:15
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