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Uniqueness of Nelsons diffusions
Authors:Wu Liming
Affiliation:(1) Laboratoire de Mathématiques Appliquées, Université Blaise Pascal, F-63177 Aubiere, France. e-mail: wuliming@ucfma.univ-bpclermont.fr , FR
Abstract:Let ℒ≔Δ/2+(∇φ/φ) ·∇ be a generalized Schr?dinger operator or generator of Nelsons diffusion, defined on C 0(D) where φ is a continuous and strictly positive function on an open domain D⊂ℝ d such that ∇φ∈L loc 2(D). Some results are given about the two questions below: (i) Whether does ℒ generate a unique semigroup in L 1(D, φ2 dx)? (ii) Whether the semigroup determined by ℒ is strong Feller? Received: 21 October 1997 / Revised version: 3 September 1998
Keywords:Mathematics Subject Classification (1991): 60J60   60H10   31C25   81Q10
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