Uniqueness of Nelsons diffusions |
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Authors: | Wu Liming |
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Affiliation: | (1) Laboratoire de Mathématiques Appliquées, Université Blaise Pascal, F-63177 Aubiere, France. e-mail: wuliming@ucfma.univ-bpclermont.fr , FR |
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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 |
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Keywords: | Mathematics Subject Classification (1991): 60J60 60H10 31C25 81Q10 |
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