WEKO3
インデックスリンク
アイテム
Feller property and Dirichlet forms for skew product diffusion processes and their time change
http://hdl.handle.net/10935/5890
http://hdl.handle.net/10935/589000822b1b-d439-4248-a184-7a423e119fe0
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
issn09132201v38pp85-95.pdf
|
|
| アイテムタイプ | default_紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2023-04-10 | |||||
| タイトル | ||||||
| タイトル | Feller property and Dirichlet forms for skew product diffusion processes and their time change | |||||
| 言語 | ja | |||||
| 言語 | ||||||
| 言語 | jpn | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | diffusion proccess | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Dirichlet form | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | Feller property | |||||
| キーワード | ||||||
| 言語 | en | |||||
| 主題Scheme | Other | |||||
| 主題 | skew product | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | departmental bulletin paper | |||||
| 著者 |
嶽村,智子
× 嶽村,智子× 富崎,松代 |
|||||
| 内容記述 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | We are concerned with the skew product of a one dimensional diffusion process R on an open interval and the spherical Brownian motion. The skew product is defi ned by a positive continuous additive functional of R. We study Feller property of the skew product and the time change. Further we present Dirichlet forms of the skew product and the time change. In 2011, we obtained the Dirichlet form corresponding to the skew product under the assumption that both end point of the state space of R are entrance or natural in the sense of Feller. In this article we remove that assumption and tackle the same problem as the paper we wrote in 2011. Okura (1998) investigated Dirichlet forms corresponding to the skew product of Markov processes which are not necessarily conservative. He regarded the Revuz measure of positive continuous additive functional as a killing measure, and considered a new Dirichlet form with killing part. Then he derived Dirichlet forms corresponding to the skew product. Fukushima (2014) made clear Dirichlet forms of one dimensional diffusion process with killing measure. Combining their results, we can obtain the Dirichlet form corresponding to the skew product in general case. In our argument corresponding to the case that the end point of state space of R is regular with reflecting boundary condition in the sense of Feller, we assume that the Revuz measure of positive continuous additive functional is bounded near the end point. This assumption is necessary and suffi cient for the Revuz measure in some sense. We show this fact following the same argument as for Feller property of the skew product. | |||||
| 言語 | en | |||||
| 書誌情報 |
ja : 人間文化総合科学研究科年報 巻 38, p. 85-96, 発行日 2023-03-31 |
|||||
| 出版者 | ||||||
| 出版者 | 奈良女子大学大学院人間文化総合科学研究科 | |||||
| 言語 | ja | |||||
| ISSN | ||||||
| 収録物識別子タイプ | PISSN | |||||
| 収録物識別子 | 0913-2201 | |||||
| 著者版フラグ | ||||||
| 出版タイプ | VoR | |||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
