English

On structure of regular Dirichlet subspaces for one-dimensional Brownian motion

Probability 2016-05-05 v2

Abstract

The main purpose of this paper is to explore the structure of regular subspaces of 1-dim Brownian motion. As outlined in \cite{FMG} every such regular subspace can be characterized by a measure-dense set GG. When GG is open, F=GcF=G^c is the boundary of GG and, before leaving GG, the diffusion associated with the regular subspace is nothing but Brownian motion. Their traces on FF still inherit the inclusion relation, in other words, the trace Dirichlet form of regular subspace on FF is still a regular subspace of trace Dirichlet form of one-dimensional Brownian motion on FF. Moreover we have proved that the trace of Brownian motion on FF may be decomposed into two part, one is the trace of the regular subspace on FF, which has only the non-local part and the other comes from the orthogonal complement of the regular subspace, which has only the local part. Actually the orthogonal complement of regular subspace corresponds to a time-changed Brownian motion after a darning transform.

Keywords

Cite

@article{arxiv.1412.1896,
  title  = {On structure of regular Dirichlet subspaces for one-dimensional Brownian motion},
  author = {Liping Li and Jiangang Ying},
  journal= {arXiv preprint arXiv:1412.1896},
  year   = {2016}
}
R2 v1 2026-06-22T07:21:28.081Z