English

On symmetric one-dimensional diffusions

Probability 2018-04-03 v2

Abstract

The main purpose of this paper is to explore the structure of local and regular Dirichlet forms associated with symmetric linear diffusions. Let (E,F)(\mathcal{E},\mathcal{F}) be a regular and local Dirichlet form on L2(I,m)L^2(I,m), where II is an interval and mm is a fully supported Radon measure on II. We shall first present a complete representation for (E,F)(\mathcal{E},\mathcal{F}), which shows that (E,F)(\mathcal{E},\mathcal{F}) lives on at most countable disjoint `effective' intervals with corresponding scale function on each interval, and any point outside these intervals is a trap of the linear diffusion. Furthermore, we shall give a necessary and sufficient condition for Cc(I)C_c^\infty(I) being a special standard core of (E,F)(\mathcal{E},\mathcal{F}) and identify the closure of Cc(I)C_c^\infty(I) in (E,F)(\mathcal{E},\mathcal{F}) when Cc(I)C_c^\infty(I) is contained but not necessarily dense in F\mathcal{F} relative to the E1\mathcal{E}_1-norm. This paper is partly motivated by a result of [Hamza, 1975], stated in [FOT, Theorem 3.1.6] and provides a different point of view to this theorem. To illustrate our results, many examples are provided.

Keywords

Cite

@article{arxiv.1701.02411,
  title  = {On symmetric one-dimensional diffusions},
  author = {Liping Li and Jiangang Ying},
  journal= {arXiv preprint arXiv:1701.02411},
  year   = {2018}
}