Strict decomposition of diffusions associated to degenerate (sub)-elliptic forms

Jiyong Shin

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arXiv · 1606.05858

Strict decomposition of diffusions associated to degenerate (sub)-elliptic forms

Jiyong Shin

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Abstract

For given strongly local Dirichlet forms with possibly degenerate symmetric (sub)-elliptic matrix, we show the existence of weak solutions to the stochastic differential equations (associated with the Dirichlet forms) starting from all points in $\R^d$. More precisely, using heat kernel estimates, stochastic calculus, and Dirichlet form theory, we obtain the pointwise existence of weak solutions to the stochastic differential equations which have possibly unbounded and discontinuous drift. We also present some conditions that the weak solutions become pathwise unique strong solutions and provide a new non-explosion criterion.

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Jiyong Shin. 2016-06-19. Strict decomposition of diffusions associated to degenerate (sub)-elliptic forms. https://arxiv.org/abs/1606.05858

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