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On the Dirichlet form of three-dimensional Brownian motion conditioned to hit the origin 被引量:1
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作者 patrick j. fitzsimmons Liping Li 《Science China Mathematics》 SCIE CSCD 2019年第8期1477-1492,共16页
Our concern in this paper is the energy form induced by an eigenfunction of a self-adjoint extension of the restriction of the Laplace operator to C_c^∞(R^3\{0}).We will prove that this energy form is a regular Diric... Our concern in this paper is the energy form induced by an eigenfunction of a self-adjoint extension of the restriction of the Laplace operator to C_c^∞(R^3\{0}).We will prove that this energy form is a regular Dirichlet form with core C_c^∞(R^3).The associated diffusion X behaves like a 3-dimensional Brownian motion with a mild radial drift when far from 0,subject to an ever-stronger push toward 0 near that point.In particular,{0}is not a polar set with respect to X.The diffusion X is rotation invariant,and admits a skew-product representation before hitting{0}:its radial part is a diffusion on(0,∞)and its angular part is a time-changed Brownian motion on the sphere S^2.The radial part of X is a"reflected"extension of the radial part of X^0(the part process of X before hitting{0}).Moreover,X is the unique reflecting extension of X^0,but X is not a semi-martingale. 展开更多
关键词 DIRICHLET form reflected EXTENSION rotationally INVARIANT process Fukushima’s decomposition
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