Fractional derivatives non-symmetric and time-dependent Dirichlet forms and the drift form

Citation
N. Jacob et Rl. Schilling, Fractional derivatives non-symmetric and time-dependent Dirichlet forms and the drift form, Z ANAL ANWE, 19(3), 2000, pp. 801-830
Citations number
31
Categorie Soggetti
Mathematics
Journal title
ZEITSCHRIFT FUR ANALYSIS UND IHRE ANWENDUNGEN
ISSN journal
02322064 → ACNP
Volume
19
Issue
3
Year of publication
2000
Pages
801 - 830
Database
ISI
SICI code
0232-2064(2000)19:3<801:FDNATD>2.0.ZU;2-6
Abstract
Using fractional derivatives we show that the drift form integral (infinity )(-infinity) u(x)/dv(x)/dx can be approximated by non-symmetric Dirichlet f orms. A similar result holds for the drift form in R-n with variable coeffi cients if the coefficient functions satisfy certain regularity and commutat or conditions. Since time-dependent Dirichlet forms (in the sense of Y. Osh ima) can be interpreted as sums of a drift form (in tau -direction) and a m ixture of tau -parametrized Dirichlet forms over R-n, our results show that time-dependent Dirichlet forms arise as limits of ordinary non-symmetric D irichlet forms in R x R-n-space. An abstract result on fractional powers of Markov generators allows to extend this observation to generalized Dirichl et forms. Another consequence is that the bilinear form induced by an arbit rary Levy process is the limit of non-symmetric Dirichlet forms.