Regular Dirichlet extensions of one-dimensional Brownian motion

被引:5
作者
Li, Liping [1 ]
Ying, Jiangang [2 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, HCMS, RCSDS, Beijing 100190, Peoples R China
[2] Fudan Univ, Shanghai 200433, Peoples R China
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2019年 / 55卷 / 04期
基金
中国博士后科学基金;
关键词
Regular Dirichlet extensions; Regular Dirichlet subspaces; Trace Dirichlet forms; Diffusion processes; SUBSPACES;
D O I
10.1214/18-AIHP935
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
The regular Dirichlet extension is the dual concept of regular Dirichlet subspace. The main purpose of this paper is to characterize all the regular Dirichlet extensions of one-dimensional Brownian motion and to explore their structures. It is shown that every regular Dirichlet extension of one-dimensional Brownian motion may essentially decomposed into at most countable disjoint invariant intervals and an epsilon-polar set relative to this regular Dirichlet extension. On each invariant interval the regular Dirichlet extension is characterized uniquely by a scale function in a given class. To explore the structure of regular Dirichlet extension we apply the idea introduced in (Ann. Probab. 45 (2017) 857-872), we formulate the trace Dirichlet forms and attain the darning process associated with the restriction to each invariant interval of the orthogonal complement of H-e(1)(R) in the extended Dirichlet space of the regular Dirichlet extension. As a result, we find an answer to a long-standing problem whether a pure jump Dirichlet form has proper regular Dirichlet subspaces.
引用
收藏
页码:1815 / 1849
页数:35
相关论文
共 19 条
[1]  
[Anonymous], DEGRUYTER STUDIES MA
[2]  
[Anonymous], 2012, LONDON MATH SOC MONO
[3]   Traces of symmetric Markov processes and their characterizations [J].
Chen, Zhen-Qing ;
Fukushima, Masatoshi ;
Ying, Jiangang .
ANNALS OF PROBABILITY, 2006, 34 (03) :1052-1102
[4]  
Fang X, 2005, OSAKA J MATH, V42, P27
[5]   Dirichlet Forms Associated with Linear Diffusions [J].
Fang, Xing ;
He, Ping ;
Ying, Jiangang .
CHINESE ANNALS OF MATHEMATICS SERIES B, 2010, 31 (04) :507-518
[6]   On general boundary conditions for one-dimensional diffusions with symmetry [J].
Fukushima, Masatoshi .
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2014, 66 (01) :289-316
[7]  
Ito K., 1974, GRUND MATH WISS, V125
[8]  
Ito K., 2006, ESSENTIALS STOCHASTI
[9]  
Li L., 2017, ANN PROBAB, V45, P857
[10]  
Li L., 2015, FESTSCHRIFTMASATOSHI, P397