English

Resolvent approach to diffusions with discontinuous scale

Probability 2023-09-13 v1

Abstract

Quasidiffusion is an extension of regular diffusion which can be described as a Feller process on R\mathbb{R} with infinitesimal operator L=12DmDsL=\frac{1}{2}D_mD_s. Here, s(x)=xs(x) = x and mm 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 Lf=αfLf = \alpha f for each α>0\alpha>0. 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.

Keywords

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}
}
R2 v1 2026-06-28T12:19:12.195Z