Regular Dirichlet extensions of one-dimensional Brownian motion

Liping Li, Jiangang Ying

Published 2016-06-02Version 1

The regular Dirichlet extension is the dual concept of regular Dirichlet subspace. The main purpose of this paper is to characterize all the regular Dirichlet extensions of one-dimensional Brownian motion and to explore their structures. It is shown that every regular Dirichlet extension of one-dimensional Brownian motion may essentially decomposed into at most countable disjoint invariant intervals and an $\mathcal{E}$-polar set relative to this regular Dirichlet extension. On each invariant interval the regular Dirichlet extension is characterized uniquely by a scale function in a given class. To explore the structure of regular Dirichlet extension we apply the idea introduced in [17], we formulate the trace Dirichlet forms and attain the darning process associated with the restriction to each invariant interval of the orthogonal complement of $H^1_\mathrm{e}(\mathbb{R})$ in the extended Dirichlet space of the regular Dirichlet extension. As a result, we find an answer to a long-standing problem whether a pure jump Dirichlet form has proper regular Dirichlet subspaces.