• Title of article

    Is a diffusion process determined by its intrinsic metric?

  • Author/Authors

    Karl-Theodor Sturm، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 1997
  • Pages
    6
  • From page
    1855
  • To page
    1860
  • Abstract
    J. R. Norris proved that the small time asymptotic liml → 02t•logp(t,x,y) of a symmetric elliptic diffusion on n (or, more general, on a Lipschitz manifold) is determined by the intrinsic metric defined in terms of the associated Dirichlet form. Here we ask the question: Is the Dirichlet form (or the diffusion process) determined uniquely by its intrinsic metric (i.e. by its small time asymptotic)? The answer is NO. For any symmetric elliptic diffusion there exists another one with the same small time asymptotic but with strictly smaller diffusion coefficients. However, the answer is YES if a priori we know that the diffusion coefficients are continuous.
  • Journal title
    Chaos, Solitons and Fractals
  • Serial Year
    1997
  • Journal title
    Chaos, Solitons and Fractals
  • Record number

    922598