首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On Dirichlet Processes Associated with Second Order Divergence Form Operators
Authors:Rozkosz  Andrzej
Institution:(1) Faculty of Mathematics and Informatics, Nicholas Copernicus University, ul. Chopina 12/18, 87–100 Torunacute, Poland
Abstract:Let 
$$\{ (X,P^x );x \in \mathbb{R}^d \} $$
be a d - dimensional Markov family corresponding to a uniformly elliptic second order divergence form operator. We show that for any quasi continuous phgr in the Sobolev space 
$$W_q^1 (\mathbb{R}^d )$$
the process phgr(X) admits under P x a decomposition into a martingale additive functional (AF) M phgr and a continuous AF A phgr of zero quadratic variation for almost every starting point x if q=2, for quasi every x if q>2 and for every 
$$x \in \mathbb{R}^d $$
if phgr is continuous, d=1 and 
$$q \geqslant 2$$
or d>1 and q>d. Our decomposition enables us to show that in the case of symmetric operator the energy of A phgr equals zero if q=2 and that the decomposition of phgr(X) into the martingale AF M phgr and the AF of zero energy A phgr is strict if 
$$\varphi \in W_2^1 (\mathbb{R}^d ) \cap W_q^1 (\mathbb{R}^d )$$
for some q>d. Moreover, our decomposition provides a probabilistic representation of A phgr.
Keywords:divergence form operator  diffusion  Dirichlet process  additive functional  
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号