Reflections at infinity of time changed RBMs on a domain with Liouville branches
Probability
2016-11-18 v1
Abstract
Let be the transient reflecting Brownian motion on the closure of an unbounded domain with number of Liouville branches. We consider a diffusion on having finite lifetime obtained from by a time change. We show that admits only a finite number of possible symmetric conservative diffusion extensions beyond its lifetime characterized by possible partitions of the collection of ends and we identify the family of the extended Dirichlet spaces of all (which are independent of time change used) as subspaces of the space spanned by the extended Sobolev space and the approaching probabilities of to the ends of Liouville branches.
Keywords
Cite
@article{arxiv.1611.05772,
title = {Reflections at infinity of time changed RBMs on a domain with Liouville branches},
author = {Zhen-Qing Chen and Masatoshi Fukushima},
journal= {arXiv preprint arXiv:1611.05772},
year = {2016}
}
Comments
21 pages