English

On diffusions with discontinuous scales

Probability 2022-08-23 v2

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. Using two transformations, called scale completion and darning respectively, to rebuild the topology of II, we will successfully regularize the triple (I,s,m)(I,s,m) and obtain a regular Dirichlet form associated with it. The corresponding Markov process is called the regularized Markov process associated with (I,s,m)(I,s,m). In fact, it is the unique Markov process up to homeomorphism that can be associated with (I,s,m)(I,s,m) 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 (I,s,m)(I,s,m) 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}
}
R2 v1 2026-06-25T01:29:04.047Z