# Markov processes with darning and their approximations

## TL;DR

This paper investigates the construction and approximation of Markov processes with darning, where parts of the state space are collapsed into singletons, extending previous work and providing new methods for approximation via jumps and conductance modifications.

## Contribution

It introduces a general framework for Markov processes with darning using Dirichlet forms and extends semigroup convergence theory to non-dense domains, enabling new approximation techniques.

## Key findings

- Markov processes with darning can be approximated by adding large jumps.
- Diffusions with darning can be obtained by increasing conductance on certain sets.
- The extended convergence theory applies to processes with different state spaces.

## Abstract

In this paper, we study darning of general symmetric Markov processes by shorting some parts of the state space into singletons. A natural way to construct such processes is via Dirichlet forms restricted to the function space whose members take constant values on these collapsing parts. They include as a special case Brownian motion with darning, which has been studied in details in \cite{Chen, CF, CFR}. When the initial processes have discontinuous sample paths, the processes constructed in this paper are the genuine extensions of those studied in Chen and Fukushima \cite{CF}. We further show that, up to a time change, these Markov processes with darning can be approximated in the finite dimensional sense by introducing additional large intensity jumps among these compact sets to be collapsed into singletons to the original Markov processes. For diffusion processes, it is also possible to get, up to a time change, diffusions with darning by increasing the conductance on these compact sets to infinity. To accomplish these, we extend the semigroup characterization of Mosco convergence to closed symmetric forms whose domain of definition may not be dense in the $L^2$-space. The latter is of independent interest and potentially useful to study convergence of Markov processes having different state spaces. Indeed, we show in Section 5 of this paper that Brownian motion in a plane with a very thin flag pole can be approximated by Brownian motion in the plane with a vertical cylinder whose horizontal motion on the cylinder is a circular Brownian motion moving at fast speed.