Related papers: Nonstandard Representation of the Dirichlet Form
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…
The Markov chain approximation of a one-dimensional symmetric diffusion is investigated in this paper. Given an irreducible reflecting diffusion on a closed interval with scale function $s$ and speed measure $m$, the approximating Markov…
We show, that under natural assumptions, solutions of Dirichlet problems for uniformly elliptic divergence form operator can be approximated pointwise by solutions of some versions of Robin problems. The proof is based on stochastic…
Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…
The paper considers a universal approach that allows one to quite simply obtain nonlinear asymptotic estimates of various summation functions. It is shown the application of this approach to the asymptotic estimation of divergent Dirichlet…
This work provides an extension of parts of the classical finite dimensional sub-elliptic theory in the context of infinite dimensional compact connected metrizable groups. Given a well understood and well behaved bi-invariant Laplacian,…
We proof existence theorems for the Dirichlet problem for hypersurfaces of constant special Lagrangian curvature in Hadamard manifolds. The first results are obtained using the continuity method and approximation and then refined using two…
After recalling basic features of the theory of symmetric quasi regular Dirichlet forms we show how by applying it to the stochastic quantization equation, with Gaussian space-time noise, one obtains weak solutions in a large invariant set.…
The Lauricella theory of multiple hypergeometric functions is used to shed some light on certain distributional properties of the mean of a Dirichlet process. This approach leads to several results, which are illustrated here. Among these…
We obtain a criterion for the quasi-regularity of generalized (non-sectorial) Dirichlet forms, which extends the result of P.J. Fitzsimmons on the quasi-regularity of (sectorial) semi-Dirichlet forms. Given the right (Markov) process…
We study superpositions and direct integrals of quadratic and Dirichlet forms. We show that each quasi-regular Dirichlet space over a probability space admits a unique representation as a direct integral of irreducible Dirichlet spaces,…
Following the development of weighted asymptotic approximation properties of matrices, we introduce the analogous uniform approximation properties (that is, study the improvability of Dirichlet's Theorem). An added feature is the use of…
We provide an introduction to Dirichlet forms on discrete spaces and study their global properties such as recurrence, stochastic completeness and regularity of the Neumann form. In this setting we compare the notion of a recurrent…
In this rather computational paper, we determine certain representation numbers of ideals in real quadratic number fields explicitly in order to obtain a representation of the associated Dirichlet series in terms of Dirichlet L-functions…
The aim of this work is to study comparability of nonlocal Dirichlet forms. We provide sufficient conditions on the kernel for local and global comparability. As an application we prove a-priori estimates in H\"{o}lder spaces for solutions…
We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…
We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
We present a numerical approximation method for linear diffusion-reaction problems with possibly discontinuous Dirichlet boundary conditions. The solution of such problems can be represented as a linear combination of explicitly known…
This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…