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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

Using the standard tools of Daniell-Stone integrals, Stone-\v{C}ech compactification and Gelfand transform, we discuss how any Dirichlet form defined on a measurable space can be transformed into a regular Dirichlet form on a locally…

Functional Analysis · Mathematics 2013-08-02 Michael Hinz , Daniel Kelleher , Alexander Teplyaev

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…

Probability · Mathematics 2011-06-10 Lucian Beznea , Gerald Trutnau

We present a decomposition principle for general regular Dirichlet forms satisfying a spatial local compactness condition. We use the decomposition principle to derive a Persson type theorem for the corresponding Dirichlet forms. In…

Spectral Theory · Mathematics 2017-06-07 Daniel Lenz , Peter Stollmann

In this paper we give an algebraic construction of the (active) reflected Dirich- let form. We prove that it is the maximal Silverstein extension whenever the given form does not possess a killing part and we prove that Dirichlet forms need…

Probability · Mathematics 2025-04-01 Marcel Schmidt

The regular Dirichlet extension is the dual concept of regular Dirichlet subspace. The main purpose of this paper is to characterize all the regular Dirichlet extensions of one-dimensional Brownian motion and to explore their structures. It…

Probability · Mathematics 2016-06-03 Liping Li , Jiangang Ying

We show that any strictly quasi-regular generalized Dirichlet form that satisfies the mild structural condition D3 is associated to a Hunt process, and that the associated Hunt process can be approximated by a sequence of multivariate…

Probability · Mathematics 2015-12-15 Vitali Peil , Gerald Trutnau

Given a regular Dirichlet form $(\mathcal{E},\mathcal{F})$ on a fixed domain $E$ of $\mathbb{R}^d$, we first indicate that the basic assumption $C_c^\infty(E)\subset \mathcal{F}$ is equivalent to the fact that each coordinate function…

Probability · Mathematics 2017-10-24 Patrick J. Fitzsimmons , Liping Li

We present a Fukushima type decomposition in the setting of general quasi-regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to…

Probability · Mathematics 2014-02-19 Zhi-Ming Ma , Wei Sun , Li-Fei Wang

We present a new approach to absolute continuity of laws of Poisson functionals. The theoretical framework is that of local Dirichlet forms as a tool to study probability spaces. The method gives rise to a new explicit calculus that we show…

Probability · Mathematics 2013-01-29 Nicolas Bouleau , Laurent Denis

In this paper we consider the Dirichlet form on the half-space $\mathbb{R}^d_+$ defined by the jump kernel $J(x,y)=|x-y|^{-d-\alpha}\mathcal{B}(x,y)$, where $\mathcal{B}(x,y)$ can be degenerate at the boundary. Unlike our previous works…

Probability · Mathematics 2022-12-06 Panki Kim , Renming Song , Zoran Vondraček

The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…

Probability · Mathematics 2020-10-07 Robert M. Anderson , Haosui Duanmu , Aaron Smith

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

We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $d\ge 2$. The process is associated with the Dirichlet form defined by integration of the…

Probability · Mathematics 2022-04-04 L. Dello Schiavo

We introduce a construction of Dirichlet forms on von Neumann algebras M associated to any eigenvalue of the Araki modular Hamiltonian of a faithful normal non tracial state, providing also conditions by which the associated Markovian…

Operator Algebras · Mathematics 2024-01-04 Fabio E. G. Cipriani , Boguslaw Zegarlinski

We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…

Probability · Mathematics 2022-01-21 Haesung Lee , Gerald Trutnau

We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense.…

Functional Analysis · Mathematics 2018-06-29 Michael Hinz , Alexander Teplyaev

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

We construct a strongly local regular Dirichlet form on the golden ratio Sierpinski gasket, which is a self-similar set without any finitely ramified cell structure, via a study on the trace of electrical networks on an infinite graph. The…

Functional Analysis · Mathematics 2024-05-22 Shiping Cao , Hua Qiu

We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr\'e du champ on a locally compact separable metric space. These form an…

Probability · Mathematics 2017-10-10 Minjung Gim , Gerald Trutnau
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