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Flux and Lateral Conditions for Symmetric Markov Processes
Authors:Zhen-Qing Chen  Masatoshi Fukushima
Institution:(1) Department of Mathematics, University of Washington, Seattle, WA 98195, USA;(2) Branch of Mathematical Science, Osaka University, Toyonaka Osaka, 560-0043, Japan
Abstract:The purpose of this paper is to give an affirmative answer at infinitesimal generator level to the 40 years old Feller’s boundary problem for symmetric Markov processes with general quasi-closed boundaries. For this, we introduce a new notion of flux functional, which can be intrinsically defined via the minimal process X 0 in the interior. We then use it to characterize the L 2-infinitesimal generator of a symmetric process that extends X 0. Special attention is paid to the case when the boundary consists of countable many points possessing no accumulation points. Research of Masatoshi Fukushima was supported by Grand-in-Aid for Scientific Research of MEXT No.19540125.
Keywords:Symmetric Markov process  Infinitesimal generator  Flux  Lateral condition  Boundary  Martingale  Reflected Dirichlet space  Boundary theory  Extension process  Feller measures  Jumping measure  Killing measure  Skew Brownian motion
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