We show the conservativeness of the Girsanov transformed diffusion process by drift b is an element of L-p(R-d --> R-d) with p greater than or equal to 4/(2- root2delta(\b\(2))/lambda) or p > 4d=(d+ 2), or p = 2 if \b\(2) is of the Hardy class with sufficiently small coefficient of energy delta(\b\(2)) < λ/2. Here λ > 0 is the lower bound of the symmetric measurable matrix-valued function a(x) := (a(i;) j (x))(i; j) appearing in the given Dirichlet form. In particular, our result improves the conservativeness of the transformed process by b is an element of L-d(R-d --> R-d) when d greater than or equal to 3.
机构:
Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R ChinaGuangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
Yang, Shanchao
Lan, Qi
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Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
Hechi Univ, Sch Math & Phys, Guangxi, Yizhou, Peoples R ChinaGuangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
Lan, Qi
Xu, Xueyan
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Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
Neijiang Normal Univ, Sch Math & Informat Sci, Neijiang, Peoples R ChinaGuangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
Xu, Xueyan
Liang, Zhu
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Guangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R ChinaGuangxi Normal Univ, Sch Math & Stat, Guilin, Peoples R China
机构:
Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R ChinaChinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China
Luo, Dejun
Wang, Jian
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Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R ChinaChinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China