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
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