Dirichlet form approach to diffusions with discontinuous scale
Abstract
It is well known that a regular diffusion on an interval without killing inside is uniquely determined by a canonical scale function and a canonical speed measure . Note that is a strictly increasing and continuous function and is a fully supported Radon measure on . In this paper we will associate a general triple , where is only assumed to be increasing and is not necessarily fully supported, to certain Markov processes by way of Dirichlet forms. A straightforward generalization of Dirichlet form associated to regular diffusion will be first put forward, and we will find out its corresponding continuous Markov process , for which the strong Markov property fails whenever is not continuous. Then by operating regular representations on Dirichlet form and Ray-Knight compactification on respectively, the same unique desirable symmetric Hunt process associated to is eventually obtained. This Hunt process is homeomorphic to a quasidiffusion, which is known as a celebrated generalization of regular diffusion.
Cite
@article{arxiv.2303.07574,
title = {Dirichlet form approach to diffusions with discontinuous scale},
author = {Liping Li},
journal= {arXiv preprint arXiv:2303.07574},
year = {2023}
}
Comments
arXiv admin note: substantial text overlap with arXiv:2208.02719