English

Reflections at infinity of time changed RBMs on a domain with Liouville branches

Probability 2016-11-18 v1

Abstract

Let ZZ be the transient reflecting Brownian motion on the closure of an unbounded domain DRdD\subset {\mathbb R}^d with NN number of Liouville branches. We consider a diffusion XX on D\overline D having finite lifetime obtained from ZZ by a time change. We show that XX admits only a finite number of possible symmetric conservative diffusion extensions YY beyond its lifetime characterized by possible partitions of the collection of NN ends and we identify the family of the extended Dirichlet spaces of all YY (which are independent of time change used) as subspaces of the space BL(D){\rm BL}(D) spanned by the extended Sobolev space He1(D)H_e^1(D) and the approaching probabilities of ZZ 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