On diffusions with discontinuous scales
Abstract
It is well known that a regular diffusion on an interval without killing inside is uniquely determined by a canonical scale function and a canonical speed measure . Note that is a strictly increasing and continuous function and is a fully supported Radon measure on . In this paper we will associate a general triple , where is only assumed to be increasing and is not necessarily fully supported, to certain Markov processes by way of Dirichlet forms. Using two transformations, called scale completion and darning respectively, to rebuild the topology of , we will successfully regularize the triple and obtain a regular Dirichlet form associated with it. The corresponding Markov process is called the regularized Markov process associated with . In fact, it is the unique Markov process up to homeomorphism that can be associated with in the context of regular representations of Dirichlet forms. As a byproduct of regularized Markov process, a continuous simple Markov process, which does not satisfy the strong Markov property, will be also raised to be associated to without operating regularizing program. Furthermore, we will show that the regularized Markov process is identified with a skip-free Hunt process in one dimension as well as a quasidiffusion without killing inside. Note that the skip-free Hunt process generalizes the concept of regular diffusion and admits a scale function and a speed measure in an analogous manner.
Keywords
Cite
@article{arxiv.2208.02719,
title = {On diffusions with discontinuous scales},
author = {Liping Li},
journal= {arXiv preprint arXiv:2208.02719},
year = {2022}
}