Construction of distorted Brownian motion with permeable sticky behaviour on sets with Lebesgue measure zero
Abstract
The starting point is a gradient Dirichlet form with respect to on the space . Here is the Lebesgue measure on , a strictly positive density and puts weight on a set with Lebesgue measure zero. We show that the Dirichlet form admits an associated stochastic process . We derive an explicit representation of the corresponding generator if is a Lipschitz boundary. This representation together with the Fukushima decomposition identifies as a distorted Brownian motion with drift given by the logarithmic derivative of in . Furthermore, we prove to be irreducible and recurrent. Finally, via ergodicity we prove positive s\'ejour time of on . Hence we obtain a stochastic process with permeable sticky behaviour on .
Keywords
Cite
@article{arxiv.2410.13814,
title = {Construction of distorted Brownian motion with permeable sticky behaviour on sets with Lebesgue measure zero},
author = {Torben Fattler and Martin Grothaus and Nathalie Steil},
journal= {arXiv preprint arXiv:2410.13814},
year = {2025}
}
Comments
In the new version, we work out the one-dimensional case in more detail. I.e., we prove that the process constructed via the Dirichlet form solves an associated SDE for all starting points $x \in \mathbb{R}$, even for a larger class of densities. We show that our process coincides with the one constructed in [Bas14] and [EP14]