English

Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms

Probability 2011-06-10 v3 Analysis of PDEs

Abstract

Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general perturbed divergence form operators. Our main tool is a recently extended forward and backward martingale decomposition, which reduces to the well-known Lyons-Zheng decomposition in the symmetric case.

Keywords

Cite

@article{arxiv.1007.3900,
  title  = {Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms},
  author = {Masayoshi Takeda and Gerald Trutnau},
  journal= {arXiv preprint arXiv:1007.3900},
  year   = {2011}
}

Comments

Corrected typos, minor modifications

R2 v1 2026-06-21T15:51:37.730Z