Resolvent approach to diffusions with discontinuous scale
Abstract
Quasidiffusion is an extension of regular diffusion which can be described as a Feller process on with infinitesimal operator . Here, and refers to the (not necessarily fully supported) speed measure. In this paper, we will examine an analogous operator where the scale function s is general and only assumed to be non-decreasing. We find that, like regular diffusion or quasidiffusion, the reproducing kernel can still be generated by two specific positive monotone solutions of the {\alpha}-harmonic equation for each . Our main result shows that this reproducing kernel is able to induce a Markov process, which is identical to that obtained in [25] using a semigroup approach or in [17] through Dirichlet forms. Further investigations into the properties of this process will be presented.
Cite
@article{arxiv.2309.06211,
title = {Resolvent approach to diffusions with discontinuous scale},
author = {Liping Li and Ying Li},
journal= {arXiv preprint arXiv:2309.06211},
year = {2023}
}