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The dirichlet form of a gradient-type drift transformation of a symmetric diffusion

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Abstract

In the context of a symmetric diffusion process X, we give a precise description of the Dirichlet form of the process obtained by subjecting X to a drift transformation of gradient type. This description relies on boundary-type conditions restricting an associated reflecting Dirichlet form.

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Correspondence to P. J. Fitzsimmons.

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Fitzsimmons, P.J. The dirichlet form of a gradient-type drift transformation of a symmetric diffusion. Acta. Math. Sin.-English Ser. 24, 1057–1066 (2008). https://doi.org/10.1007/s10114-007-6466-4

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  • DOI: https://doi.org/10.1007/s10114-007-6466-4

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