English

Construction of distorted Brownian motion with permeable sticky behaviour on sets with Lebesgue measure zero

Probability 2025-02-28 v2

Abstract

The starting point is a gradient Dirichlet form with respect to ϱλd\varrho\lambda^d on the space L2(Rd,ϱμ)L^2({\mathbb{R}}^d, \varrho\mu). Here λd\lambda^d is the Lebesgue measure on Rd{\mathbb R}^d, ϱ\varrho a strictly positive density and μ\mu puts weight on a set ARdA\subset {\mathbb R}^d with Lebesgue measure zero. We show that the Dirichlet form admits an associated stochastic process XX. We derive an explicit representation of the corresponding generator if AA is a Lipschitz boundary. This representation together with the Fukushima decomposition identifies XX as a distorted Brownian motion with drift given by the logarithmic derivative of ϱ\varrho in RdA{\mathbb R}^d \setminus A. Furthermore, we prove XX to be irreducible and recurrent. Finally, via ergodicity we prove positive s\'ejour time of XX on AA. Hence we obtain a stochastic process XX with permeable sticky behaviour on AA.

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]