Zum Hauptinhalt springen
Artikel
Lizenziert
Nicht lizenziert Erfordert eine Authentifizierung

Regular subspaces of skew product diffusions

  • EMAIL logo und
Veröffentlicht/Copyright: 7. Oktober 2015

Abstract

Roughly speaking, the regular subspace of a Dirichlet form is also a regular Dirichlet form on the same state space. It inherits the same form of the original Dirichlet form but possesses a smaller domain. What we are concerned in this paper are the regular subspaces of associated Dirichlet forms of skew product diffusions. A skew product diffusion X is a symmetric Markov process on the product state space E1×E2 and expressed as

Xt=(Xt1,XAt2),t0,

where Xi is a symmetric diffusion on Ei for i=1,2, and A is a positive continuous additive functional of X1. One of our main results indicates that any skew product type regular subspace of X, say

Yt=(Yt1,YA~t2),t0,

can be characterized as follows: the associated smooth measure of A~ is equal to that of A, and Yi corresponds to a regular subspace of Xi for i=1,2. Furthermore, we shall make some discussions on rotationally invariant diffusions on d{}, which are special skew product diffusions on (0,)×Sd-1. Our main purpose is to extend a regular subspace of rotationally invariant diffusion on d{} to a new regular Dirichlet form on d. More precisely, fix a regular Dirichlet form (,) on the state space d. Its part Dirichlet form on d{} is denoted by (0,)0. Let (~0,~)0 be a regular subspace of (0,)0. We want to find a regular subspace (~,~) of (,) such that the part Dirichlet form of (~,~) on d{} is exactly (~0,~)0. If (~,~) exists, we call it a regular extension of (~0,~)0. We shall prove that, under a mild assumption, any rotationally invariant type regular subspace of (0,)0 has a unique regular extension.

MSC 2010: 31C25; 60J55; 60J60

Communicated by Ichiro Shigekawa


Award Identifier / Grant number: 11271240

Funding statement: Research supported in part by NSFC grant 11271240.

This work was initiated when the first author visited the University of California, San Diego. He would like to thank Professor Patrick J. Fitzsimmons for his hospitality and many helpful discussions. We also want to thank the anonymous reviewers for pointing out the article [21] that we missed before.

References

[1] Albeverio S., Hoegh-Krohn R. and Streit L., Energy forms, Hamiltonians, and distorted Brownian paths, J. Math. Phys. 18 (1977), no. 5, 907–917. 10.1063/1.523359Suche in Google Scholar

[2] Chen Z.-Q. and Fukushima M., One-point extensions of Markov processes by darning, Probab. Theory Related Fields 141 (2008), 61–112. 10.1007/s00440-007-0080-3Suche in Google Scholar

[3] Chen Z.-Q. and Fukushima M., Symmetric Markov Processes, Time Change, and Boundary Theory, London Math. Soc. Monogr. Ser. 35, Princeton University Press, Princeton, 2012. 10.23943/princeton/9780691136059.001.0001Suche in Google Scholar

[4] Chen Z.-Q., Fukushima M. and Ying J., Extending Markov processes in weak duality by Poisson point processes of excursions, Stochastic Analysis and Applications – The Abel Symposium 2005, Abel Symp. 2, Springer, Berlin (2007), 153–196. 10.1007/978-3-540-70847-6_7Suche in Google Scholar

[5] Fang X., Fukushima M. and Ying J., On regular Dirichlet subspaces of H1(I) and associated linear diffusions, Osaka J. Math. 42 (2005), no. 1, 27–41. Suche in Google Scholar

[6] Fang X., He P. and Ying J., Dirichlet Forms associated with linear diffusions, Chin. Ann. Math. Ser. B 31 (2010), no. 4, 507–518. 10.1007/s11401-010-0589-0Suche in Google Scholar

[7] Fitzsimmons P. J. and Li L., On Dirichlet forms of a solvable model in quantum mechanics, in preparation. Suche in Google Scholar

[8] Fitzsimmons P. J. and Li L., On Fukushima’s decompositions of symmetric diffusions, in preparation. Suche in Google Scholar

[9] Fukushima M., Energy forms and diffusion processes, Mathematics + Physics, Volume 1, World Scientific, Singapore (1985), 65–97. 10.1142/9789814415125_0002Suche in Google Scholar

[10] Fukushima M., From one dimensional diffusions to symmetric Markov processes, Stochastic Process. Appl. 120 (2010), no. 5, 590–604. 10.1016/j.spa.2010.01.010Suche in Google Scholar

[11] Fukushima M. and Oshima Y., On the skew product of symmetric diffusion processes, Forum Math. 1 (1989), no. 2, 103–142. 10.1515/form.1989.1.103Suche in Google Scholar

[12] Fukushima M., Oshima Y. and Takeda M., Dirichlet Forms and Symmetric Markov Processes, 2nd ed., De Gruyter Stud. Math. 19, De Gruyter, Berlin, 2011. 10.1515/9783110218091Suche in Google Scholar

[13] Fukushima M. and Tanaka H., Poisson point processes attached to symmetric diffusions, Ann. Inst. Henry Poincaré Probab. Stat. 41 (2005), no. 3, 419–459. 10.1016/j.anihpb.2004.10.004Suche in Google Scholar

[14] Galmarino A. R., Representation of an isotropic diffusion as a skew product, Z. Wahrscheinlichkeitstheor. Verw. Geb. 1 (1963), 359–378. 10.1007/BF00533411Suche in Google Scholar

[15] Itô K. and McKean H., Diffusion Processes and their Sample Paths, Classics Math. 125, Springer, Berlin, 1974. Suche in Google Scholar

[16] Kufner A., Weighted Sobolev Spaces, Wiley, New York, 1985. Suche in Google Scholar

[17] Kufner A. and Opic B., How to define reasonably weighted Sobolev spaces, Comment. Math. Univ. Carolin. 25 (1984), no. 3, 537–554. Suche in Google Scholar

[18] Li L. and Ying J., On structure of regular subspaces of one-dimensional Brownian motion, preprint 2014, http://arxiv.org/abs/1412.1896. 10.1214/16-AOP1121Suche in Google Scholar

[19] Li L. and Ying J., Regular subspaces of Dirichlet forms, Festschrift Masatoshi Fukushima. In Honor of Masatoshi Fukushima’s Sanju, Interdiscip. Math. Sci. 17, World Scientific, Singapore (2015), 397–420. 10.1142/9789814596534_0020Suche in Google Scholar

[20] Ôkura H., Recurrence criteria for skew products of symmetric Markov processes, Forum Math. 1 (1989), no. 4, 331–357. 10.1515/form.1989.1.331Suche in Google Scholar

[21] Ôkura H., A new approach to the skew product of symmetric Markov processes, Mem. Fac. Engrg. Des., Kyoto Inst. Tech., Ser. Sci. Tech. 46 (1997), 1–12. Suche in Google Scholar

[22] Röckner M. and Zhang T. S., Uniqueness of generalized Schröedinger operators and applications, J. Funct. Anal. 105 (1992), no. 1, 187–231. 10.1016/0022-1236(92)90078-WSuche in Google Scholar

[23] Röckner M. and Zhang T. S., Uniqueness of generalized Schröedinger operators. II, J. Funct. Anal. 119 (1994), no. 2, 455–467. 10.1006/jfan.1994.1017Suche in Google Scholar

[24] Rogers L. C. G. and Williams D., Diffusions, Markov Processes, and Martingales: Volume 2, Itô Calculus, Cambridge Math. Lib., Cambridge University Press, Cambridge, 2000. 10.1017/CBO9781107590120Suche in Google Scholar

[25] Turesson B. O., Nonlinear Potential Theory and Weighted Sobolev Spaces, Lecture Notes in Math. 1736, Springer, Berlin, 2000. 10.1007/BFb0103908Suche in Google Scholar

[26] Ventcel’ A. D., On lateral conditions for multidimensional diffusion processes, Teor. Veroyatnost. i Primenen. 4 (1959), 172–185. Suche in Google Scholar

[27] Zhikov V. V., On weighted Sobolev spaces, Mat. Sb. 189 (1998), no. 8, 27–58; translation in Sb. Math. 189 (1998), no. 7–8, 1139–1170. 10.1070/SM1998v189n08ABEH000344Suche in Google Scholar

Received: 2015-1-18
Revised: 2015-6-29
Published Online: 2015-10-7
Published in Print: 2016-9-1

© 2016 by De Gruyter

Heruntergeladen am 9.5.2026 von https://www.degruyterbrill.com/document/doi/10.1515/forum-2015-0012/html?lang=de
Button zum nach oben scrollen