English

Dirichlet form approach to diffusions with discontinuous scale

Probability 2023-03-15 v1

Abstract

It is well known that a regular diffusion on an interval II without killing inside is uniquely determined by a canonical scale function ss and a canonical speed measure mm. Note that ss is a strictly increasing and continuous function and mm is a fully supported Radon measure on II. In this paper we will associate a general triple (I,s,m)(I,s,m), where ss is only assumed to be increasing and mm is not necessarily fully supported, to certain Markov processes by way of Dirichlet forms. A straightforward generalization of Dirichlet form associated to regular diffusion will be first put forward, and we will find out its corresponding continuous Markov process X˙\dot X, for which the strong Markov property fails whenever ss is not continuous. Then by operating regular representations on Dirichlet form and Ray-Knight compactification on X˙\dot X respectively, the same unique desirable symmetric Hunt process associated to (I,s,m)(I,s,m) is eventually obtained. This Hunt process is homeomorphic to a quasidiffusion, which is known as a celebrated generalization of regular diffusion.

Keywords

Cite

@article{arxiv.2303.07574,
  title  = {Dirichlet form approach to diffusions with discontinuous scale},
  author = {Liping Li},
  journal= {arXiv preprint arXiv:2303.07574},
  year   = {2023}
}

Comments

arXiv admin note: substantial text overlap with arXiv:2208.02719

R2 v1 2026-06-28T09:15:25.036Z