English

Strict decomposition of diffusions associated to degenerate (sub)-elliptic forms

Probability 2018-06-18 v3

Abstract

For given strongly local Dirichlet forms with possibly degenerate symmetric (sub)-elliptic matrix, we show the existence of weak solutions to the stochastic differential equations (associated with the Dirichlet forms) starting from all points in Rd\R^d. More precisely, using heat kernel estimates, stochastic calculus, and Dirichlet form theory, we obtain the pointwise existence of weak solutions to the stochastic differential equations which have possibly unbounded and discontinuous drift. We also present some conditions that the weak solutions become pathwise unique strong solutions and provide a new non-explosion criterion.

Keywords

Cite

@article{arxiv.1606.05858,
  title  = {Strict decomposition of diffusions associated to degenerate (sub)-elliptic forms},
  author = {Jiyong Shin},
  journal= {arXiv preprint arXiv:1606.05858},
  year   = {2018}
}

Comments

accepted paper. arXiv admin note: text overlap with arXiv:1508.02278