<p>Starting with a transient irreducible diffusion process <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(X^0\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>X</mi> <mn>0</mn> </msup> </math></EquationSource> </InlineEquation> on a locally compact separable metric space (<i>D</i>,&#xa0;<i>d</i>), one can construct a canonical symmetric reflected diffusion process <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\({\bar{X}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <mrow> <mi>X</mi> </mrow> <mrow> <mo stretchy="false">¯</mo> </mrow> </mover> </math></EquationSource> </InlineEquation> on a completion <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(D^*\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>D</mi> <mo>∗</mo> </msup> </math></EquationSource> </InlineEquation> of (<i>D</i>,&#xa0;<i>d</i>) through the theory of reflected Dirichlet spaces. The boundary trace process <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\({\check{X}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <mi>X</mi> <mo stretchy="false">ˇ</mo> </mover> </math></EquationSource> </InlineEquation> of <i>X</i> on the boundary <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\partial D{{:}{=}}D^*\setminus D\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>∂</mi> <mi>D</mi> <mrow> <mo>:</mo> <mo>=</mo> </mrow> <msup> <mi>D</mi> <mo>∗</mo> </msup> <mo lspace="0.15em" rspace="0.15em" stretchy="false">\</mo> <mi>D</mi> </mrow> </math></EquationSource> </InlineEquation> is the reflected diffusion process <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\({\bar{X}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <mrow> <mi>X</mi> </mrow> <mrow> <mo stretchy="false">¯</mo> </mrow> </mover> </math></EquationSource> </InlineEquation> time-changed by a smooth measure <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\nu \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ν</mi> </math></EquationSource> </InlineEquation> having full quasi-support on <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\partial D\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>∂</mi> <mi>D</mi> </mrow> </math></EquationSource> </InlineEquation>. The Dirichlet form of the trace process <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\({\check{X}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <mi>X</mi> <mo stretchy="false">ˇ</mo> </mover> </math></EquationSource> </InlineEquation> is called the trace Dirichlet form. In the first part of the paper, we give a Besov space type characterization of the domain of the trace Dirichlet form for any good smooth measure <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(\nu \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ν</mi> </math></EquationSource> </InlineEquation> on the boundary <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(\partial D\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>∂</mi> <mi>D</mi> </mrow> </math></EquationSource> </InlineEquation>. In the second part of this paper, we study properties of the harmonic measure of <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\({\bar{X}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover accent="true"> <mrow> <mi>X</mi> </mrow> <mrow> <mo stretchy="false">¯</mo> </mrow> </mover> </math></EquationSource> </InlineEquation> on the boundary <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(\partial D\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>∂</mi> <mi>D</mi> </mrow> </math></EquationSource> </InlineEquation>. In particular, we provide a condition equivalent to the doubling property of the harmonic measure. Finally, we characterize and provide estimates of the jump kernel of the trace Dirichlet form under the doubling condition of the harmonic measure on <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(\partial D\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>∂</mi> <mi>D</mi> </mrow> </math></EquationSource> </InlineEquation>.</p>

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Boundary trace theorems for symmetric reflected diffusions

  • Shiping Cao,
  • Zhen-Qing Chen

摘要

Starting with a transient irreducible diffusion process \(X^0\) X 0 on a locally compact separable metric space (Dd), one can construct a canonical symmetric reflected diffusion process \({\bar{X}}\) X ¯ on a completion \(D^*\) D of (Dd) through the theory of reflected Dirichlet spaces. The boundary trace process \({\check{X}}\) X ˇ of X on the boundary \(\partial D{{:}{=}}D^*\setminus D\) D : = D \ D is the reflected diffusion process \({\bar{X}}\) X ¯ time-changed by a smooth measure \(\nu \) ν having full quasi-support on \(\partial D\) D . The Dirichlet form of the trace process \({\check{X}}\) X ˇ is called the trace Dirichlet form. In the first part of the paper, we give a Besov space type characterization of the domain of the trace Dirichlet form for any good smooth measure \(\nu \) ν on the boundary \(\partial D\) D . In the second part of this paper, we study properties of the harmonic measure of \({\bar{X}}\) X ¯ on the boundary \(\partial D\) D . In particular, we provide a condition equivalent to the doubling property of the harmonic measure. Finally, we characterize and provide estimates of the jump kernel of the trace Dirichlet form under the doubling condition of the harmonic measure on \(\partial D\) D .