The orthogonal complements of $H^1(\mathbb{R})$ in its regular Dirichlet extensions
Yuncong Shen, Liping Li, Jiangang Ying

TL;DR
This paper characterizes the orthogonal complements of the Sobolev space $H^1(R)$ within regular Dirichlet extensions of one-dimensional Brownian motion, providing explicit formulas and their regular representations.
Contribution
It explicitly describes the orthogonal complements of $H^1(R)$ in the Dirichlet extension space and characterizes their structure via two associated spaces and the darning method.
Findings
Explicit formulas for functions in the orthogonal complement.
Description of the orthogonal complement via two specific spaces.
Regular representations of these spaces using the darning method.
Abstract
Consider the regular Dirichlet extension for one-dimensional Brownian motion, that is a subspace of and for . Both and are Hilbert spaces under and hence there is -orthogonal compliment . We give the explicit expression for functions in which then can be described by another two spaces. On the two spaces, there is a natural Dirichlet form in the wide sense and by the darning method, their regular representations are given.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · advanced mathematical theories
