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

被引：0
|
作者：
P. J. Fitzsimmons
机构：
[1] University of California,Department of Mathematics
[2] San Diego,undefined
来源：
Acta Mathematica Sinica, English Series | 2008年 / 24卷
关键词：
diffusion; Dirichlet form; Girsanov theorem; drift perturbation; Markovian extension; uniqueness; 60J60; 31C25; 60J35;
D O I：
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中图分类号：
学科分类号：
摘要：
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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页码：1057 / 1066
页数：9
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