본문 바로가기 메뉴바로가기

Papers

Conservativeness criteria for generalized Dirichlet forms

https://doi.org/10.1016/j.jmaa.2016.11.056

  • Research Fields산업수학센터
  • AuthorMinjung Gim, Gerald Trutnau
  • JournalJournal of mathematical analysis and applications 448(2) (2017
  • Link https://doi.org/10.1016/j.jmaa.2016.11.056
  • Classification of papersSCI
  • KeywordGeneralized Dirichlet forms;Non-symmetric Dirichlet forms;Conservativeness criteria;Non-explosion results;Markov semigroups;Diffusion processes

We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carré du champ on a locally compact separable metric space. These form an important subclass of generalized Dirichlet forms which were introduced in [21]. In case there exists an associated strong Feller process, the analytic conditions imply conservativeness, i.e. non-explosion of the associated process in the classical probabilistic sense. As an application of our general results on locally compact separable metric state spaces, we consider a generalized Dirichlet form given on a closed or open subset of  which is given as a divergence free first order perturbation of a symmetric energy form. Then using volume growth conditions of the carré du champ and the non-sectorial first order part, we derive an explicit criterion for conservativeness. We present several concrete examples which relate our results to previous ones obtained by different authors. In particular, we show that conservativeness can hold for a large variance if the anti-symmetric part of the drift is strong enough to compensate it. This work continues our previous work on transience and recurrence of generalized Dirichlet forms.

We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carré du champ on a locally compact separable metric space. These form an important subclass of generalized Dirichlet forms which were introduced in [21]. In case there exists an associated strong Feller process, the analytic conditions imply conservativeness, i.e. non-explosion of the associated process in the classical probabilistic sense. As an application of our general results on locally compact separable metric state spaces, we consider a generalized Dirichlet form given on a closed or open subset of  which is given as a divergence free first order perturbation of a symmetric energy form. Then using volume growth conditions of the carré du champ and the non-sectorial first order part, we derive an explicit criterion for conservativeness. We present several concrete examples which relate our results to previous ones obtained by different authors. In particular, we show that conservativeness can hold for a large variance if the anti-symmetric part of the drift is strong enough to compensate it. This work continues our previous work on transience and recurrence of generalized Dirichlet forms.