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.
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