Back to Search
Start Over
Intrinsic metric and one-dimensional diffusions
- Source :
- Statistics & Probability Letters. 150:146-151
- Publication Year :
- 2019
- Publisher :
- Elsevier BV, 2019.
-
Abstract
- One-dimensional strongly local and regular Dirichlet forms which are irreducible can always be characterized by the so-called scale function s and speed measure m . In this paper we derive the intrinsic metric of such a Dirichlet form in terms of s and m . As an application, we give a new characterization of regular Dirichlet subspaces and extensions of Brownian motion, comparing to Fang et al. (2005) and Li and Ying (2019). Finally two examples on volume doubling property of regular Dirichlet subspaces of Brownian motion are presented.
- Subjects :
- Statistics and Probability
Pure mathematics
Dirichlet form
010102 general mathematics
Characterization (mathematics)
01 natural sciences
Measure (mathematics)
Linear subspace
Dirichlet distribution
Intrinsic metric
Scale function
010104 statistics & probability
symbols.namesake
symbols
0101 mathematics
Statistics, Probability and Uncertainty
Brownian motion
Mathematics
Subjects
Details
- ISSN :
- 01677152
- Volume :
- 150
- Database :
- OpenAIRE
- Journal :
- Statistics & Probability Letters
- Accession number :
- edsair.doi...........877a4c6fbf98f452a1264eaca83a6e46