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Resolvent approach to diffusions with discontinuous scale

Authors :
Li, Liping
Li, Ying
Publication Year :
2023

Abstract

Quasidiffusion is an extension of regular diffusion which can be described as a Feller process on $\mathbb{R}$ with infinitesimal operator $L=\frac{1}{2}D_mD_s$. Here, $s(x) = x$ and $m$ refers to the (not necessarily fully supported) speed measure. In this paper, we will examine an analogous operator where the scale function s is general and only assumed to be non-decreasing. We find that, like regular diffusion or quasidiffusion, the reproducing kernel can still be generated by two specific positive monotone solutions of the {\alpha}-harmonic equation $Lf = \alpha f$ for each $\alpha>0$. Our main result shows that this reproducing kernel is able to induce a Markov process, which is identical to that obtained in [25] using a semigroup approach or in [17] through Dirichlet forms. Further investigations into the properties of this process will be presented.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2309.06211
Document Type :
Working Paper