论文标题

关于不连续尺度的扩散

On diffusions with discontinuous scales

论文作者

Li, Liping

论文摘要

众所周知,在不杀死内部的间隔$ i $上进行常规扩散是由规范量表功能$ s $和规范速度尺寸$ m $唯一决定的。请注意,$ S $严格增加和连续的功能,$ m $是$ i $的完全支持的ra。在本文中,我们将将一般的三重$(i,s,m)$联系起来,其中$ s $仅被认为是增加的,而$ m $不一定会完全支持通过dirichlet表单的某些马尔可夫进程。使用两个转换,分别称为比例完成和划线,为了重建$ i $的拓扑,我们将成功地将Triple $(i,s,m)$正规化,并获得与之相关的常规Dirichlet表单。相应的马尔可夫进程称为与$(i,s,m)$相关的正规化马尔可夫进程。实际上,在定期表示dirichlet表单的背景下,可能与$(i,s,m)$相关联的马尔可夫过程。作为正规Markov流程的副产品,不满足强大的Markov物业的连续简单的Markov流程也将与$(I,S,M)$相关联,而无需操作正规化程序。此外,我们将证明,正规化的马尔可夫进程是通过一个维度的无跳狩猎过程以及不杀死内部杀死的绝小狩猎过程确定的。请注意,无跳狩猎过程概括了常规扩散的概念,并以类似方式接受了比例功能和速度度量。

It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function and $m$ is a fully supported Radon measure on $I$. In this paper we will associate a general triple $(I,s,m)$, where $s$ is only assumed to be increasing and $m$ is not necessarily fully supported, to certain Markov processes by way of Dirichlet forms. Using two transformations, called scale completion and darning respectively, to rebuild the topology of $I$, we will successfully regularize the triple $(I,s,m)$ and obtain a regular Dirichlet form associated with it. The corresponding Markov process is called the regularized Markov process associated with $(I,s,m)$. In fact, it is the unique Markov process up to homeomorphism that can be associated with $(I,s,m)$ in the context of regular representations of Dirichlet forms. As a byproduct of regularized Markov process, a continuous simple Markov process, which does not satisfy the strong Markov property, will be also raised to be associated to $(I,s,m)$ without operating regularizing program. Furthermore, we will show that the regularized Markov process is identified with a skip-free Hunt process in one dimension as well as a quasidiffusion without killing inside. Note that the skip-free Hunt process generalizes the concept of regular diffusion and admits a scale function and a speed measure in an analogous manner.

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