Stopping times and Γ-convergence

Author:

Baxter J.,Dal Maso G.,Mosco U.

Abstract

The equation u / t = Δ u μ u \partial u/\partial t = \Delta u - \mu u represents diffusion with killing. The strength of the killing is described by the measure μ \mu , which is not assumed to be finite or even σ \sigma -finite (to illustrate the effect of infinite values for μ \mu , it may be noted that the diffusion is completely absorbed on any set A A such that μ ( B ) = \mu (B) = \infty for every nonpolar subset B B of A A ). In order to give rigorous mathematical meaning to this general diffusion equation with killing, one may interpret the solution u u as arising from a variational problem, via the resolvent, or one may construct a semigroup probabilistically, using a multiplicative functional. Both constructions are carried out here, shown to be consistent, and applied to the study of the diffusion equation, as well as to the study of the related Dirichlet problem for the equation Δ u μ u = 0 \Delta u - \mu u = 0 . The class of diffusions studied here is closed with respect to limits when the domain is allowed to vary. Two appropriate forms of convergence are considered, the first being γ \gamma -convergence of the measures μ \mu , which is defined in terms of the variational problem, and the second being stable convergence in distribution of the multiplicative functionals associated with the measures μ \mu . These two forms of convergence are shown to be equivalent.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference26 articles.

1. Brownian motion and Harnack inequality for Schrödinger operators;Aizenman, M.;Comm. Pure Appl. Math.,1982

2. Applicable Mathematics Series;Attouch, H.,1984

3. Compactness of stopping times;Baxter, J. R.;Z. Wahrscheinlichkeitstheorie und Verw. Gebiete,1977

4. Weak limits of stopped diffusions;Baxter, J. R.;Trans. Amer. Math. Soc.,1986

5. Asymptotic capacities for finely divided bodies and stopped diffusions;Baxter, J. R.;Illinois J. Math.,1987

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Wiener criteria and variational convergences;Calculus of Variations and Partial Differential Equations;1988

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3