Regular subspaces of skew product diffusions

TL;DR

This paper characterizes regular subspaces of skew product diffusions, showing they can be decomposed into subspaces of component diffusions with the same associated measure, and discusses extensions of rotationally invariant diffusions.

Contribution

It provides a characterization of regular subspaces of skew product diffusions and extends these concepts to rotationally invariant diffusions on .

Findings

Regular subspaces correspond to subspaces of component diffusions with the same measure.

Characterization of skew product type regular subspaces.

Extension of rotationally invariant diffusions to .

Abstract

Roughly speaking, the regular subspace of a Dirichlet form is also a regular Dirichlet form on the same state space. It inherits the same form of original Dirichlet form but possesses a smaller domain. What we are concerned in this paper are the regular subspaces of associated Dirichlet forms of skew product diffusions. A skew product diffusion $X$ is a symmetric Markov process on the product state space $E_1\times E_2$ and expressed as \[ X_t=(X^1_t,X^2_{A_t}),\quad t\geq 0, \] where $X^i$ is a symmetric diffusion on $E_i$ for $i=1,2$, and $A$ is a positive continuous additive functional of $X^1$. One of our main results indicates that any skew product type regular subspace of $X$, say \[ Y_t=(Y^1_t,Y^2_{\tilde{A}_t}),\quad t\geq 0, \] can be characterized as follows: the associated smooth measure of $\tilde{A}$ is equal to that of $A$, and $Y^i$ corresponds to a regular subspace of $X^i$ for $i=1,2$. Furthermore, we shall make some discussions on rotationally invariant diffusions on $\mathbf{R}^d\setminus \{0\}$, which are special skew product diffusions on $(0,\infty)\times S^{d-1}$. Our main purpose is to extend a regular subspace of rotationally invariant diffusion on $\mathbf{R}^d\setminus \{0\}$ to a new regular Dirichlet form on $\mathbf{R}^d$.