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arxiv: 1611.05772 · v1 · pith:USUDC7DDnew · submitted 2016-11-17 · 🧮 math.PR

Reflections at infinity of time changed RBMs on a domain with Liouville branches

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keywords branchesliouvilletimechangediffusiondomainendsextended
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Let $Z$ be the transient reflecting Brownian motion on the closure of an unbounded domain $D\subset {\mathbb R}^d$ with $N$ number of Liouville branches. We consider a diffusion $X$ on $\overline D$ having finite lifetime obtained from $Z$ by a time change. We show that $X$ admits only a finite number of possible symmetric conservative diffusion extensions $Y$ beyond its lifetime characterized by possible partitions of the collection of $N$ ends and we identify the family of the extended Dirichlet spaces of all $Y$ (which are independent of time change used) as subspaces of the space ${\rm BL}(D)$ spanned by the extended Sobolev space $H_e^1(D)$ and the approaching probabilities of $Z$ to the ends of Liouville branches.

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