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The main purpose of this paper is to explore the structure of regular subspaces of 1-dim Brownian motion. As outlined in \cite{FMG} every such regular subspace can be characterized by a measure-dense set $G$. When $G$ is open, $F=G^c$ is…

Probability · Mathematics 2016-05-05 Liping Li , Jiangang Ying

The regular subspaces of a Dirichlet form are the regular Dirichlet forms that inherit the original form but possess smaller domains. The two problems we are concerned are: (1) the existence of regular subspaces of a fixed Dirichlet form,…

Probability · Mathematics 2015-04-22 Liping Li , Jiangang Ying

Roughly speaking, a regular subspace of a Dirichlet form is a subspace, which is also a regular Dirichlet form, on the same state space. In particular, the domain of regular subspace is a closed subspace of the Hilbert space induced by the…

Probability · Mathematics 2016-06-30 Liping Li , Xiucui Song

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

Probability · Mathematics 2016-11-16 Michael Röckner , Jiyong Shin , Gerald Trutnau

It is shown in [10] that a regular and local Dirichlet form on an interval can be represented by so-called effective intervals with scale functions. This paper focuses on how to operate on effective intervals to obtain regular Dirichlet…

Probability · Mathematics 2018-05-25 Liping Li , Wenjie Sun , Jiangang Ying

Consider the regular Dirichlet extension $(\mathcal{E},\mathcal{F})$ for one-dimensional Brownian motion, that $H^1(\mathbb{R})$ is a subspace of $\mathcal{F}$ and $\mathcal{E}(f,g)=\frac12\mathbf{D}(f,g)$ for $f,g\in H^1(\mathbb{R})$. Both…

Probability · Mathematics 2016-11-22 Yuncong Shen , Liping Li , Jiangang Ying

In this paper, we shall consider the killing transform induced by a multiplicative functional on regular Dirichlet subspaces of a fixed Dirichlet form. Roughly speaking, a regular Dirichlet subspace is a closed subspace with Dirichlet and…

Probability · Mathematics 2015-06-10 Liping Li , Jiangang Ying

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…

Probability · Mathematics 2011-10-12 Siva Athreya , Michael Eckhoff , Anita Winter

Roughly speaking, a space with varying dimension consists of at least two components with different dimensions. In this paper we will concentrate on the one, which can be treated as $\mathbb{R}^3$ tying a half line not contained by…

Probability · Mathematics 2020-08-18 Liping Li , Shuwen Lou

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

Probability · Mathematics 2007-05-23 Christian Benes

In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of…

Probability · Mathematics 2015-12-15 Youssef Ouknine , Francesco Russo , Gerald Trutnau

We study global properties of Dirichlet forms such as uniqueness of the Dirichlet extension, stochastic completeness and recurrence. We characterize these properties by means of vanishing of a boundary term in Green's formula for functions…

Functional Analysis · Mathematics 2014-12-11 Sebastian Haeseler , Matthias Keller , Daniel Lenz , Jun Masamune , Marcel Schmidt

The Dirichlet forms related to various infinite systems of interacting Brownian motions are studied. For a given random point field $ \mu $, there exist two natural infinite-volume Dirichlet forms $…

Probability · Mathematics 2021-03-30 Yosuke Kawamoto , Hirofumi Osada , Hideki Tanemura

The purpose of these notes is to clarify the duality between a natural class of jump processes on compact ultrametric spaces - studied in current work of Bendikov, Girgor'yan and Pittet - and nearest neighbour walks on trees. Processes of…

Probability · Mathematics 2012-12-03 Wolfgang Woess

It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…

Probability · Mathematics 2023-03-15 Liping Li

We apply improved elliptic regularity results to a concrete symmetric Dirichlet form and various non-symmetric Dirichlet forms with possibly degenerate symmetric diffusion matrix. Given the (non)-symmetric Dirichlet form, using elliptic…

Probability · Mathematics 2016-06-21 Jiyong Shin

Our concern in this paper is the energy form induced by an eigenfunction of a self-adjoint extension of the restriction of the Laplace operator to $C_c^\infty(\mathbf{R}^3\setminus \{0\})$. We will prove that this energy form is a regular…

Probability · Mathematics 2018-11-30 Patrick J. Fitzsimmons , Liping Li

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

Probability · Mathematics 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

We study ergodic decompositions of Dirichlet spaces under intertwining via unitary order isomorphisms. We show that the ergodic decomposition of a quasi-regular Dirichlet space is unique up to a unique isomorphism of the indexing space.…

Functional Analysis · Mathematics 2023-01-10 Lorenzo Dello Schiavo , Melchior Wirth

We give an elementary self-contained proof of the fact that the walk dimension of the Brownian motion on an arbitrary generalized Sierpi\'{n}ski carpet is greater than two, no proof of which in this generality had been available in the…

Probability · Mathematics 2022-01-21 Naotaka Kajino
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