English

Intertwining and the Markov uniqueness problem on path spaces

Probability 2019-11-26 v1

Abstract

There are two open problem on the analysis of continuous paths on a Riemannian manifold, the Markov uniqueness and the independence of the closure of the differential operator dd on its initial domain. The operator dd acts naturally on BC1BC^1 functions, one is concerned with its extensions to the L2L^2 spaces. With a suitable choice of an initial domain we denote by D2,1D^{2,1} its closure under the graph norm. For the Wiener space, the domain of dd can be classified, as a consequence its extension is unique whether the initial domain is smooth cylindrical or in BC1BC^1 etc. This has not shown to be the same when the measure is the probability distribution of any smooth elliptic diffusion. In an earlier paper, we have shown that the closure of BCBC^\infty functions agree with that of smooth cylindrical functions, leaving an undesirable gap. The Markov uniqueness is essentially concerned with the problem whether there exists a unique Markov process on the path space whose Markov generator agrees with the infinite-dimensional Laplacian on CC^\infty cylindrical functions. Here we reduce Markov uniqueness to whether the pull back of D2,1D^{2,1} by the ito map is D2,1 D^{2,1} (i.e. a surjection). We also propose a possible approach for tackle this problem.

Cite

@article{arxiv.1911.10969,
  title  = {Intertwining and the Markov uniqueness problem on path spaces},
  author = {K. D. Elworthy and Xue-Mei Li},
  journal= {arXiv preprint arXiv:1911.10969},
  year   = {2019}
}
R2 v1 2026-06-23T12:26:29.410Z