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1Bivariate Revuz Measures And The Feynman-Kac Formula On Semi-Dirichlet Forms

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In this paper, we shall first establish the theory of bivariate Revuz correspondence of positive additive functionals under a semi-Dirichlet form, which is associated with a right Markov process $X$ satisfying the sector condition but without duality. We extend most of the classical results about the bivariate Revuz measures under the duality assumptions to the case of semi-Dirichlet forms. As the main results of this paper, we prove that for any exact multiplicative functional $M$ of $X$, the subprocess $X^M$ of $X$ killed by $M$ also satisfies the sector condition and we then characterize the semi-Dirichlet form associated with $X^M$ by using the bivariate Revuz measure, which extends the classical Feynman-Kac formula.

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2Derivations And Dirichlet Forms On Fractals

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We study derivations and Fredholm modules on metric spaces with a local regular conservative Dirichlet form. In particular, on finitely ramified fractals, we show that there is a non-trivial Fredholm module if and only if the fractal is not a tree (i.e. not simply connected). This result relates Fredholm modules and topology, and refines and improves known results on p.c.f. fractals. We also discuss weakly summable Fredholm modules and the Dixmier trace in the cases of some finitely and infinitely ramified fractals (including non-self-similar fractals) if the so-called spectral dimension is less than 2. In the finitely ramified self-similar case we relate the p-summability question with estimates of the Lyapunov exponents for harmonic functions and the behavior of the pressure function.

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3BSDE And Generalized Dirichlet Forms: The Finite Dimensional Case

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We consider the following quasi-linear parabolic system of backward partial differential equations: $(\partial_t+L)u+f(\cdot,\cdot,u, \nabla u\sigma)=0$ on $[0,T]\times \mathbb{R}^d\qquad u_T=\phi$, where $L$ is a possibly degenerate second order differential operator with merely measurable coefficients. We solve this system in the framework of generalized Dirichlet forms and employ the stochastic calculus associated to the Markov process with generator $L$ to obtain a probabilistic representation of the solution $u$ by solving the corresponding backward stochastic differential equation. The solution satisfies the corresponding mild equation which is equivalent to being a generalized solution of the PDE. A further main result is the generalization of the martingale representation theorem using the stochastic calculus associated to the generalized Dirichlet form given by $L$. The nonlinear term $f$ satisfies a monotonicity condition with respect to $u$ and a Lipschitz condition with respect to $\nabla u$.

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4Dirichlet Series Constructed From Periods Of Automorphic Forms

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We consider certain Dirichlet series of Selberg type, constructed from periods of automorphic forms. We study analytic properties of these Dirichlet series and show that they have analytic continuation to the whole complex plane.

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5On The First Eigenvalue Of The Dirichlet-to-Neumann Operator On Forms

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We study a Dirichlet-to-Neumann eigenvalue problem for differential forms on a compact Riemannian manifold with smooth boundary. This problem is a natural generalization of the classical Steklov problem on functions. We derive a number of upper and lower bounds for the first eigenvalue in several contexts: many of these estimates will be sharp, and for some of them we characterize equality. We also relate these new eigenvalues with those of other operators, like the Hodge Laplacian or the biharmonic Steklov operator.

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6Improving Monte Carlo Simulations By Dirichlet Forms

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Equipping the probability space with a local Dirichlet form with square field operator \Gamma and generator A allows to improve Monte Carlo simulations of expectations and densities as soon as we are able to simulate a random variable X together with \Gamma[X] and A[X]. We give examples on the Wiener space, on the Poisson space and on the Monte Carlo space. When X is real-valued we give an explicit formula yielding the density at the speed of the law of large numbers.

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7Stein's Method, Malliavin Calculus, Dirichlet Forms And The Fourth Moment Theorem

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The fourth moment theorem provides error bounds of the order $\sqrt{{\mathbb E}(F^4) - 3}$ in the central limit theorem for elements $F$ of Wiener chaos of any order such that ${\mathbb E}(F^2) = 1$. It was proved by Nourdin and Peccati (2009) using Stein's method and the Malliavin calculus. It was also proved by Azmoodeh, Campese and Poly (2014) using Stein's method and Dirichlet forms. This paper is an exposition on the connections between Stein's method and the Malliavin calculus and between Stein's method and Dirichlet forms, and on how these connections are exploited in proving the fourth moment theorem.

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8An Integrated Version Of Varadhan's Asymptotics For Lower-order Perturbations Of Strong Local Dirichlet Forms

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The studies of Ram\'irez, Hino-Ram\'irez, and Ariyoshi-Hino showed that an integrated version of Varadhan's asymptotics holds for Markovian semigroups associated with arbitrary strong local symmetric Dirichlet forms. In this paper, we consider non-symmetric bilinear forms that are the sum of strong local symmetric Dirichlet forms and lower-order perturbed terms. We give sufficient conditions for the associated semigroups to have asymptotics of the same type.

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9Hardy Inequalities, Rellich Inequalities And Local Dirichlet Forms

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First the Hardy and Rellich inequalities are defined for the submarkovian operator associated with a local Dirichlet form. Secondly, two general conditions are derived which are sufficient to deduce the Rellich inequality from the Hardy inequality. In addition the Rellich constant is calculated from the Hardy constant. Thirdly, we establish that the criteria for the Rellich inequality are verified for a large class of weighted second-order operators on a domain $\Omega\subseteq \Ri^d$. The weighting near the boundary $\partial \Omega$ can be different from the weighting at infinity. Finally these results are applied to weighted second-order operators on $\Ri^d\backslash\{0\}$ and to a general class of operators of Grushin type.

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10Conservativeness Criteria For Generalized Dirichlet Forms

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We develop sufficient analytic conditions for conservativeness of non-sectorial perturbations of symmetric Dirichlet forms which can be represented through a carr\'e du champ on a locally compact separable metric space. These form an important subclass of generalized Dirichlet forms which were introduced in \cite{St1}. In case there exists an associated strong Feller process, the analytic conditions imply conservativeness, i.e. non-explosion of the associated process in the classical probabilistic sense. As an application of our general results on locally compact separable metric state spaces, we consider a generalized Dirichlet form given on a closed or open subset of $\mathbb{R}^d$ which is given as a divergence free first order perturbation of a symmetric energy form. Then using volume growth conditions of the carr\'e du champ and the non-sectorial first order part, we derive an explicit criterion for conservativeness. We present several concrete examples which relate our results to previous ones obtained by different authors. In particular, we show that conservativeness can hold for a cubic variance if the drift is strong enough to compensate it. This work continues our previous work on transience and recurrence of generalized Dirichlet forms.

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11After The Explosion: Dirichlet Forms And Boundary Problems For Infinite Graphs

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Formal Laplace operators are analyzed for a large class of resistance networks with vertex weights. The graphs are completed with respect to the minimal resistance path metric. Compactness and a novel connectivity hypothesis for the completed graphs play an essential role. A version of the Dirichlet problem is solved. Self adjoint Laplace operators and the probability semigroups they generate are constructed using reflecting and absorbing conditions on subsets of the graph boundary.

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12Dirichlet Forms And Critical Exponents On Fractals

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Let $B^{\sigma}_{2, \infty}$ denote the Besov space defined on a compact set $K \subset {\Bbb R}^d$ with an $\alpha$-regular measure $\mu$. The {\it critical exponent} $\sigma^*$ is the largest $\sigma$ such that $B^{\sigma^*}_{2, \infty}$ remains non-trivial. The exponent is determined by the geometry of $K$ and $\mu$. In the analysis of fractals, it is known that for many standard self-similar sets $K$, $B^{\sigma^*}_{2, \infty}$ is the domain of some local regular Dirichlet forms. In this paper, we study two anomalous p.c.f. fractals $K$. On the first $K$, we provide two constructions of the local regular Dirichlet forms that do not have $B^{\sigma^*}_{2, \infty}$ as domain; one satisfies the well-known energy self-similar identity, the other one does not, and is not a conventional kind. For the second $K$, we show that the associated Besov space has two critical exponents, which is different from the usual perception. In the proof, we first discretize the Besov norm in terms of the boundary of the p.c.f. set, then determine the critical exponents and construct the Dirichlet forms through some electrical network techniques.

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13Random Walks And Induced Dirichlet Forms On Self-similar Sets

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Let $K$ be a self-similar set with the open set condition. It is known that there is a naturally defined augmented tree structure $E$ on the symbolic space $X$ of $K$ that is hyperbolic, and the hyperbolic boundary ${\partial}_H X$ with the Gromov metric is Holder equivalent to $K$. In the paper we consider certain reversible random walks with return ratio $0 < {\lambda} < 1$ on $(X,E)$. We show that the Martin boundary ${\mathcal M}$ can be identified with ${\partial}_H X$ and $K$. With this setup and a device of Silverstein, we are able to obtain precise estimates of the Martin kernel and the Naim kernel in terms of the Gromov product, and the Naim kernel turns out to be a jump kernel ${\Theta}({\xi}, {\eta}) {\asymp} |{\xi} - {\eta}|^{-({\alpha}+{\beta})}$ where ${\alpha}$ is the Hausdorff dimension of $K$ and ${\beta}$ depends on ${\lambda}$. For suitable ${\beta}$, the kernel defines a non-local Dirichlet form on $K$. This extends a consideration of Kigami, where he investigated random walks on the binary trees with Cantor type sets as boundaries.

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14A Trace Theorem For Dirichlet Forms On Fractals

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We consider a trace theorem for self-similar Dirichlet forms on self-similar sets to self-similar subsets. In particular, we characterize the trace of the domains of Dirichlet forms on the Sierpinski gaskets and the Sierpinski carpets to their boundaries, where boundaries mean the triangles and rectangles which confine gaskets and carpets. As an application, we construct diffusion processes on a collection of fractals called fractal fields, which behave as the appropriate fractal diffusion within each fractal component of the field.

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15Erratum: Dirichlet Forms And Dirichlet Operators For Infinite Particle Systems: Essential Self-adjointness

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We reprove the essential self-adjointness of the Dirichlet operators of Dirchlet forms for infinite particle systems with superstable and sub-exponentially decreasing interactions.

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16Oscillations Of Coefficients Of Dirichlet Series Attached To Automorphic Forms

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For $m\ge 2$, let $\pi$ be an irreducible cuspidal automorphic representation of $GL_m(\mathbb{A}_{\mathbb{Q}})$ with unitary central character. Let $a_\pi(n)$ be the $n^{th}$ coefficient of the $L$-function attached to $\pi$. Goldfeld and Sengupta have recently obtained a bound for $\sum_{n\le x} a_\pi(n)$ as $x \rightarrow \infty$. For $m\ge 3$ and $\pi$ not a symmetric power of a $GL_2(\mathbb{A}_{\mathbb{Q}})$-cuspidal automorphic representation with not all finite primes unramified for $\pi$, their bound is better than all previous bounds. In this paper, we further improve the bound of Golfeld and Sengupta. We also prove a quantitative result for the number of sign changes of the coefficients of certain automorphic $L$-functions, provided the coefficients are real numbers.

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17Dirichlet Forms And Degenerate Elliptic Operators

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It is shown that the theory of real symmetric second-order elliptic operators in divergence form on $\Ri^d$ can be formulated in terms of a regular strongly local Dirichlet form irregardless of the order of degeneracy. The behaviour of the corresponding evolution semigroup $S_t$ can be described in terms of a function $(A,B) \mapsto d(A ;B)\in[0,\infty]$ over pairs of measurable subsets of $\Ri^d$. Then \[ |(\phi_A,S_t\phi_B)|\leq e^{-d(A;B)^2(4t)^{-1}}\|\phi_A\|_2\|\phi_B\|_2 \] for all $t>0$ and all $\phi_A\in L_2(A)$, $\phi_B\in L_2(B)$. Moreover $S_tL_2(A)\subseteq L_2(A)$ for all $t>0$ if and only if $d(A ;A^c)=\infty$ where $A^c$ denotes the complement of $A$.

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18On Relations Among Dirichlet Series Whose Coefficients Are Class Numbers Of Binary Cubic Forms

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We study the class numbers of integral binary cubic forms. For each $SL_2(Z)$ invariant lattice $L$, Shintani introduced Dirichlet series whose coefficients are the class numbers of binary cubic forms in $L$. We classify the invariant lattices, and investigate explicit relationships between Dirichlet series associated with those lattices. We also study the analytic properties of the Dirichlet series, and rewrite the functional equation in a self dual form using the explicit relationship.

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19Hardy's Inequality In The Scope Of Dirichlet Forms

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We revisit Hardy's inequality in the scope of regular Dirichlet forms following an analytical method. We shall give an alternative necessary and sufficient condition for the occurrence of Hardy's inequality. A special emphasis will be given for the case where the Dirichlet form under consideration is strongly local, extending therefore some known results in the Euclidean case.

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20Comparability And Regularity Estimates For Symmetric Nonlocal Dirichlet Forms

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The aim of this work is to study comparability of nonlocal Dirichlet forms. We provide sufficient conditions on the kernel for local and global comparability. As an application we prove a-priori estimates in H\"{o}lder spaces for solutions to integrodifferential equations. These solutions are defined with the help of symmetric nonlocal Dirichlet forms.

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21Existence And Approximation Of Hunt Processes Associated With Generalized Dirichlet Forms

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We show that any strictly quasi-regular generalized Dirichlet form that satisfies the mild structural condition D3 is associated to a Hunt process, and that the associated Hunt process can be approximated by a sequence of multivariate Poisson processes. This also gives a new proof for the existence of a Hunt process associated to a strictly quasi-regular generalized Dirichlet form that satisfies SD3 and extends all previous results.

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22Construction Of $\mathcal L^p$-strong Feller Processes Via Dirichlet Forms And Applications To Elliptic Diffusions

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We provide a general construction scheme for $\mathcal L^p$-strong Feller processes on locally compact separable metric spaces. Starting from a regular Dirichlet form and specified regularity assumptions, we construct an associated semigroup and resolvents of kernels having the $\mathcal L^p$-strong Feller property. They allow us to construct a process which solves the corresponding martingale problem for all starting points from a known set, namely the set where the regularity assumptions hold. We apply this result to construct elliptic diffusions having locally Lipschitz matrix coefficients and singular drifts on general open sets with absorption at the boundary. In this application elliptic regularity results imply the desired regularity assumptions.

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23Parabolic Harnack Inequality For Time-dependent Non-symmetric Dirichlet Forms

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This paper introduces conditions on the symmetric and skew-symmetric parts of time-dependent Dirichlet forms that imply a parabolic Harnack inequality for appropriate weak solutions of the associated heat equation, under natural assumptions on the underlying space. In particular, these local weak solutions are locally bounded and H\"older continuous.

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24Global Properties Of Dirichlet Forms In Terms Of Green's Formula

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We study global properties of Dirichlet forms such as uniqueness of the Dirichlet extension, stochastic completeness and recurrence. We characterize these properties by means of vanishing of a boundary term in Green's formula for functions from suitable function spaces and suitable operators arising from extensions of the underlying form. We first present results in the framework of general Dirichlet forms on $\sigma$-finite measure spaces. For regular Dirichlet forms our results can be strengthened as all operators from the previous considerations turn out to be restrictions of a single operator. Finally, the results are applied to graphs, weighted manifolds, and metric graphs, where the operators under investigation can be determined rather explicitly.

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25On The Quasi-regularity Of Non-sectorial Dirichlet Forms By Processes Having The Same Polar Sets

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We obtain a criterion for the quasi-regularity of generalized (non-sectorial) Dirichlet forms, which extends the result of P.J. Fitzsimmons on the quasi-regularity of (sectorial) semi-Dirichlet forms. Given the right (Markov) process associated to a semi-Dirichlet form, we present sufficient conditions for a second right process to be a standard one, having the same state space. The above mentioned quasi-regularity criterion is then an application. The conditions are expressed in terms of the associated capacities, nests of compacts, polar sets, and quasi-continuity. A second application is on the quasi-regularity of the generalized Dirichlet forms obtained by perturbing a semi-Dirichlet form with kernels .

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26Remarks On The Structure Of Dirichlet Forms On Standard Forms Of Von Neumann Algebras

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For a von Neumann algebra M acting on a Hilbert space H with a cyclic and separating vector v, we investigate the structure of Dirichlet forms on the natural standard form associated with the pair (M,v). For a general Lindblad type generator L of a conservative quantum dynamical semigroup on M, we give sufficient conditions so that the operator S induced by L via the symmetric embedding of M into H to be self-adjoint. It turns out that the self-adjoint operator S can be written in the form of a Dirichlet operator associated to a Dirichlet form given in [23]. In order to make the connection possible, we also extend the range of applications of the formula in [23].

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27Expanding Translates Of Curves And Dirichlet-Minkowski Theorem On Linear Forms

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We show that a multiplicative form of Dirichlet's theorem on simultaneous Diophantine approximation as formulated by Minkowski, cannot be improved for almost all points on any analytic curve on R^k which is not contained in a proper affine subspace. Such an investigation was initiated by Davenport and Schmidt in the late sixties. The Diophantine problem is then settled by showing that certain sequence of expanding translates of curves on the homogeneous space of unimodular lattices in R^{k+1} gets equidistributed in the limit. We use Ratner's theorem on unipotent flows, linearization techniques, and a new observation about intertwined linear dynamics of various SL(m,R)'s contained in SL(k+1,R).

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28Dirichlet Forms On Laakso And Barlow-Evans Fractals Of Arbitrary Dimension

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In this paper we explore two constructions of the same family of metric measure spaces. The first construction was introduced by Laakso in 2000 where he used it as an example that Poincar\'e inequalities can hold on spaces of arbitrary Hausdorff dimension. This was proved using minimal generalized upper gradients. Following Cheeger's work these upper gradients can be used to define a Sobolev space. We show that this leads to a Dirichlet form. The second construction was introduced by Barlow and Evans in 2004 as a way of producing exotic spaces along with Markov processes from simpler spaces and processes. We show that for the correct base process in the Barlow Evans construction that this Markov process corresponds to the Dirichlet form derived from the minimal generalized upper gradients.

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29Construction Of A Finite Volume Dynamical Wetting Model With Δ-pinning In (d+1)-dimension Via Dirichlet Forms

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We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E := [0;\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the boundary. The problem is formulated in an $L^2$-setting with underlying measure $\mu=\varrho m$. Here $\varrho$ is a positive density, integrable with respect to the measure $m$ and fulfilling the Hamza condition. The measure $m$ is such that the boundary of $E$ is not of $m$-measure zero. A reference measure of this type is needed in order to give meaning to the so-called Wentzell boundary condition which is in literature typical for modeling such kind of boundary behavior. In providing a Skorokhod decomposition of the constructed process we are able to justify that the stochastic process is solving the underlying stochastic differential equation weakly in the sense of N. Ikeda and Sh. Watanabe for quasi every starting point. At the boundary the constructed process indeed is governed by the competing effects of reflection and pinning. In order to obtain the Skorokhod decomposition we need $\varrho$ to be continuously differentiable on $E$, which is equivalent to continuity of the logarithmic derivative of $\varrho$. Furthermore, we assume that the logarithmic derivative of $\varrho$ is square integrable with respect to $\mu$. We do not need that the logarithmic derivative of $\varrho$ is Lipschitz continuous. In particular, our considerations enable us to construct a dynamical wetting model (also known as Ginzburg-Landau dynamics) on a bounded set $D_N\subset\mathbb{Z}^d$ under mild assumptions on the underlying pair interaction potentials in all dimensions $d\in\mathbb{N}$. In dimension $d=2$ this model describes the motion of an interface resulting from wetting of a solid surface by a fluid.

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30On Extensions Of Local Dirichlet Forms

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Let $\ce$ be a Dirichlet form on $L_2(X\,;\mu)$ where $(X,\mu)$ is locally compact $\sigma$-compact measure space. Assume $\ce$ is inner regular, i.e.\ regular in restriction to functions of compact support, and local in the sense that $\ce(\varphi,\psi)=0$ for all $\varphi, \psi\in D(\ce)$ with $\varphi\,\psi=0$. We construct two Dirichlet forms $\ce_m$ and $\ce_M$ such that $\ce_m\leq \ce\leq \ce_M$. These forms are potentially the smallest and largest such Dirichlet forms. In particular $\ce_m\supseteq \ce_M$, $(\ce_M)_m=\ce_m$ and $(\ce_m)_M=\ce_M$. We analyze the family of local, inner regular, Dirichlet forms $\cf$ which extend $\ce$ and satisfy $\ce_m\leq \cf\leq \ce_M$. We prove that the latter bounds are valid if and only if $\cf_M=\ce_M$, or $\cf_m=\ce_m$, or $D(\ce_M)$ is an order ideal of $D(\cf)$. Alternatively the $\cf$ are characterized by $D(\ce_M)\cap L_\infty(X)$ being an algebraic ideal of $D(\cf)\cap L_\infty(X)$. As an application we show that if $\ce$ and $\cf$ are strongly local then the Ariyoshi--Hino set-theoretic distance is the same for each of the forms $\ce$, $\ce_M$ and $\cf$. If in addition $\ce_m$ is strongly local then it also defines the same distance. Finally we characterize the uniqueness condition $\ce_M=\ce_m$ by capacity estimates.

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31Generalized Dirichlet To Neumann Operator On Invariant Differential Forms And Equivariant Cohomology

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In a recent paper, Belishev and Sharafutdinov consider a compact Riemannian manifold $M$ with boundary $\partial M$. They define a generalized Dirichlet to Neumann (DN) operator $\Lambda$ on all forms on the boundary and they prove that the real additive de Rham cohomology structure of the manifold in question is completely determined by $\Lambda$. This shows that the DN map $\Lambda$ inscribes into the list of objects of algebraic topology. In this paper, we suppose $G$ is a torus acting by isometries on $M$. Given $X$ in the Lie algebra of $G$ and the corresponding vector field $X_M$ on $M$, one defines Witten's inhomogeneous coboundary operator $d_{X_M} = d+\iota_{X_M}$ on invariant forms on $M$. The main purpose is to adapt Belishev and Sharafutdinov's boundary data to invariant forms in terms of the operator $d_{X_M}$ and its adjoint $\delta_{X_M}$. In other words, we define an operator $\Lambda_{X_M}$ on invariant forms on the boundary which we call the $X_M$-DN map and using this we recover the long exact $X_M$-cohomology sequence of the topological pair $(M,\partial M)$ from an isomorphism with the long exact sequence formed from our boundary data. We then show that $\Lambda_{X_M}$ completely determines the free part of the relative and absolute equivariant cohomology groups of $M$ when the set of zeros of the corresponding vector field $X_M$ is equal to the fixed point set $F$ for the $G$-action. In addition, we partially determine the mixed cup product (the ring structure) of $X_M$-cohomology groups from $\Lambda_{X_M}$. These results explain to what extent the equivariant topology of the manifold in question is determined by the $X_M$-DN map $\Lambda_{X_M}$. Finally, we illustrate the connection between Belishev and Sharafutdinov's boundary data on $\partial F$ and ours on $\partial M$.

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32Global Properties Of Dirichlet Forms On Discrete Spaces

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The goal of this Diploma thesis is to study global properties of Dirichlet forms associated with infinite weighted graphs. These include recurrence and transience, stochastic completeness and the question whether the Neumann form on a graph is regular. We show that recurrence of the regular Dirichlet form of a graph is equivalent to recurrence of a certain random walk on it. After that, we prove some general characterizations of the mentioned global properties which allow us to investigate their connections. It turns out that recurrence always implies stochastic completeness and the regularity of the Neumann form. In the case where the underlying $\ell^2$-space has finite measure, we are able to show that all concepts coincide. Finally, we demonstrate that the above properties are all equivalent to uniqueness of solutions to the eigenvalue problem for the (unbounded) graph Laplacian when considered on the right space.

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33The Haagerup Approximation Property For Von Neumann Algebras Via Quantum Markov Semigroups And Dirichlet Forms

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The Haagerup approximation property for a von Neumann algebra equipped with a faithful normal state $\varphi$ is shown to imply existence of unital, $\varphi$-preserving and KMS-symmetric approximating maps. This is used to obtain a characterisation of the Haagerup approximation property via quantum Markov semigroups (extending the tracial case result due to Jolissaint and Martin) and further via quantum Dirichlet forms.

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34Fukushima Type Decomposition For Semi-Dirichlet Forms

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We present a Fukushima type decomposition in the setting of general quasi-regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to some concrete examples of semi-Dirichlet forms are given at the end of the paper. We discuss also the uniqueness question about Doob-Meyer decomposition on optional sets of interval type.

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35Stochastic Calculus For Markov Processes Associated With Semi-Dirichlet Forms

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Let $(\mathcal{E},D(\mathcal{E}))$ be a quasi-regular semi-Dirichlet form and $(X_t)_{t\geq0}$ be the associated Markov process. For $u\in D(\mathcal{E})_{loc}$, denote $A_t^{[u]}:=\tilde{u}(X_{t})-\tilde{u}(X_{0})$ and $F^{[u]}_t:=\sum_{0 1\}}$, where $\tilde{u}$ is a quasi-continuous version of $u$. We show that there exist a unique locally square integrable martingale additive functional $Y^{[u]}$ and a unique continuous local additive functional $Z^{[u]}$ of zero quadratic variation such that $$A_t^{[u]}=Y_t^{[u]}+Z_t^{[u]}+F_t^{[u]}.$$ Further, we define the stochastic integral $\int_0^t\tilde v(X_{s-})dA_s^{[u]}$ for $v\in D(\mathcal{E})_{loc}$ and derive the related It\^{o}'s formula.

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36Energy Measures And Indices Of Dirichlet Forms, With Applications To Derivatives On Some Fractals

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We introduce the concept of index for regular Dirichlet forms by means of energy measures, and discuss its properties. In particular, it is proved that the index of strong local regular Dirichlet forms is identical with the martingale dimension of the associated diffusion processes. As an application, a class of self-similar fractals is taken up as an underlying space. We prove that first-order derivatives can be defined for functions in the domain of the Dirichlet forms and their total energies are represented as the square integrals of the derivatives.

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37On-diagonal Heat Kernel Lower Bound For Strongly Local Symmetric Dirichlet Forms

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This paper studies strongly local symmetric Dirichlet forms on general measure spaces. The underlying space is equipped with the intrinsic metric induced by the Dirichlet form, with respect to which the metric measure space does not necessarily satisfy volume-doubling property. Assuming Nash-type inequality, it is proved in this paper that outside a properly exceptional set, given a pointwise on-diagonal heat kernel upper bound in terms of the volume function, the comparable heat kernel lower bound also holds. The only assumption made on the volume growth rate is that it can be bounded by a continuous function satisfying doubling property, in other words, is not exponential.

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38Modular Forms And Dirichlet Series

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This paper studies strongly local symmetric Dirichlet forms on general measure spaces. The underlying space is equipped with the intrinsic metric induced by the Dirichlet form, with respect to which the metric measure space does not necessarily satisfy volume-doubling property. Assuming Nash-type inequality, it is proved in this paper that outside a properly exceptional set, given a pointwise on-diagonal heat kernel upper bound in terms of the volume function, the comparable heat kernel lower bound also holds. The only assumption made on the volume growth rate is that it can be bounded by a continuous function satisfying doubling property, in other words, is not exponential.

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39Quasi-regular Dirichlet Forms And The Obstacle Problem For Elliptic Equations With Measure Data

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We consider the obstacle problem with irregular barriers for semilinear elliptic equation involving measure data and operator corresponding to a general quasi-regular Dirichlet form. We prove existence and uniqueness of a solution as well as its representation as an envelope of a supersolution to some related partial differential equation. We also prove regularity results for the solution and the Lewy-Stampacchia inequality.

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40Quasi Regular Dirichlet Forms And The Stochastic Quantization Problem

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After recalling basic features of the theory of symmetric quasi regular Dirichlet forms we show how by applying it to the stochastic quantization equation, with Gaussian space-time noise, one obtains weak solutions in a large invariant set. Subsequently, we discuss non symmetric quasi regular Dirichlet forms and show in particular by two simple examples in infinite dimensions that infinitesimal invariance, does not imply global invariance. We also present a simple example of non-Markov uniqueness in infinite dimensions.

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41Equivalence Of Recurrence And Liouville Property For Symmetric Dirichlet Forms

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Given a symmetric Dirichlet form $(\mathcal{E},\mathcal{F})$ on a (non-trivial) $\sigma$-finite measure space $(E,\mathcal{B},m)$ with associated Markovian semigroup $\{T_{t}\}_{t\in(0,\infty)}$, we prove that $(\mathcal{E},\mathcal{F})$ is both irreducible and recurrent if and only if there is no non-constant $\mathcal{B}$-measurable function $u:E\to[0,\infty]$ that is \emph{$\mathcal{E}$-excessive}, i.e., such that $T_{t}u\leq u$ $m$-a.e.\ for any $t\in(0,\infty)$. We also prove that these conditions are equivalent to the equality $\{u\in\mathcal{F}_{e}\mid \mathcal{E}(u,u)=0\}=\mathbb{R}\mathbf{1}$, where $\mathcal{F}_{e}$ denotes the extended Dirichlet space associated with $(\mathcal{E},\mathcal{F})$. The proof is based on simple analytic arguments and requires no additional assumption on the state space or on the form. In the course of the proof we also present a characterization of the $\mathcal{E}$-excessiveness in terms of $\mathcal{F}_{e}$ and $\mathcal{E}$, which is valid for any symmetric positivity preserving form.

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42Weighted Poincaré Inequalities For Nonlocal Dirichlet Forms

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Let $V$ be a locally bounded measurable function such that $e^{-V}$ is bounded and belongs to $L^1(dx)$, and let $\mu_V(dx):=C_V e^{-V(x)} dx$ be a probability measure. We present the criterion for the weighted Poincar\'{e} inequality of the non-local Dirichlet form $$ D_{\rho,V}(f,f):=\iint(f(y)-f(x))^2\rho(|x-y|) dy \mu_V(dx) $$ on $L^2(\mu_V)$. Taking $\rho(r)={e^{-\delta r}}{r^{-(d+\alpha)}}$ with $0

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43Equivalent Semi-Norms Of Non-Local Dirichlet Forms On Sierpi\'nski Gasket And Applications

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We construct equivalent semi-norms of non-local Dirichlet forms on the Sierpi\'nski gasket and apply these semi-norms to a convergence problem and a trace problem. We also construct explicitly a sequence of non-local Dirichlet forms with jumping kernels equivalent to $|x-y|^{-\alpha-\beta}$ that converges exactly to local Dirichlet form.

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44Intrinsic Metrics For Non-local Symmetric Dirichlet Forms And Applications To Spectral Theory

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We present a study of what may be called an intrinsic metric for a general regular Dirichlet form. For such forms we then prove a Rademacher type theorem. For strongly local forms we show existence of a maximal intrinsic metric (under a weak continuity condition) and for Dirichlet forms with an absolutely continuous jump kernel we characterize intrinsic metrics by bounds on certain integrals. We then turn to applications on spectral theory and provide for (measure perturbation of) general regular Dirichlet forms an Allegretto-Piepenbrinck type theorem, which is based on a ground state transform, and a Shnol type theorem. Our setting includes Laplacian on manifolds, on graphs and $\alpha$-stable processes.

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45Some Historical Aspects Of Error Calculus By Dirichlet Forms

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We discuss the main stages of development of the error calculation since the beginning of XIX-th century by insisting on what prefigures the use of Dirichlet forms and emphasizing the mathematical properties that make the use of Dirichlet forms more relevant and efficient. The purpose of the paper is mainly to clarify the concepts. We also indicate some possible future research.

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46Functional Inequalities For Nonlocal Dirichlet Forms With Finite Range Jumps Or Large Jumps

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The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let $\alpha\in(0,2)$ and $\mu_V(dx)=C_Ve^{-V(x)}\,dx$ be a probability measure. We present explicit and sharp criteria for the Poincar\'{e} inequality and the super Poincar\'{e} inequality of the following non-local Dirichlet form with finite range jump $$\mathscr{E}_{\alpha, V}(f,f):= (1/2)\iint_{{|x-y|\le 1}}\frac{(f(x)-f(y))^2}{|x-y|^{d+\alpha}} dy \mu_V(dx);$$ on the other hand, we give sharp criteria for the Poincar\'{e} inequality of the non-local Dirichlet form with large jump as follows $$\mathscr{D}_{\alpha, V}(f,f):= (1/2)\iint_{{|x-y|> 1}}\frac{(f(x)-f(y))^2}{|x-y|^{d+\alpha}} dy \mu_V(dx),$$ and also derive that the super Poincar\'{e} inequality does not hold for $\mathscr{D}_{\alpha, V}$. To obtain these results above, some new approaches and ideas completely different from \cite{WW, CW} are required, e.g. local Poincar\'{e} inequality for $\mathscr{E}_{\alpha, V}$ and $\mathscr{D}_{\alpha, V}$, and the Lyapunov condition for $\mathscr{E}_{\alpha, V}$. In particular, the results about $\mathscr{E}_{\alpha, V}$ show that the probability measure fulfilling Poincar\'{e} inequality and super Poincar\'{e} inequality for non-local Dirichlet form with finite range jump and that for local Dirichlet form enjoy some similar properties; on the other hand, the assertions for $\mathscr{D}_{\alpha, V}$ indicate that even if functional inequalities for non-local Dirichlet form heavily depend on the density of large jump in the associated L\'{e}vy measure, the corresponding small jump plays an important role for local super Poincar\'{e} inequality, which is inevitable to derive super Poincar\'{e} inequality.

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47Dirichlet Forms On Hyperfinite II_1 Factor

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Based on the structure of the hyperfinite $II_1$ factor, we study its Dirichlet forms which can be obtained from Dirichlet forms on $M_{2^n}(\mathbb{C})$

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48Dirichlet Forms In Simulation

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Equipping the probability space with a local Dirichlet form with square field operator $\Gamma$ and generator $A$ allows to improve Monte Carlo computations of expectations, densities, and conditional expectations, as soon as we are able to simulate a random variable $X$ together with $\Gamma[X]$ and $A[X]$. We give examples on the Wiener space, on the Poisson space and on the Monte Carlo space. When $X$ is real-valued we give an explicit formula yielding the density at the speed of the law of large numbers.

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49Non Symmetric Dirichlet Forms On Semifinite Von Neumann Algebras

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The theory of non symmetric Dirichlet forms is generalized to the non abelian setting, also establishing the natural correspondences among Dirichlet forms, sub-Markovian semigroups and sub-Markovian resolvents within this context. Examples of non symmetric Dirichlet forms given by derivations on Hilbert algebras are studied.

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50Toroidal Automorphic Forms, Waldspurger Periods And Double Dirichlet Series

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The space of toroidal automorphic forms was introduced by Zagier in the 1970s: a GL_2-automorphic form is toroidal if it has vanishing constant Fourier coefficients along all embedded non-split tori. The interest in this space stems (amongst others) from the fact that an Eisenstein series of weight s is toroidal for a given torus precisely if s is a non-trivial zero of the zeta function of the quadratic field corresponding to the torus. In this paper, we study the structure of the space of toroidal automorphic forms for an arbitrary number field F. We prove that it decomposes into a space spanned by all derivatives up to order n-1 of an Eisenstein series of weight s and class group character omega precisely if s is a zero of order n of the L-series corresponding to omega at s, and a space consisting of exactly those cusp forms the central value of whose L-series is zero. The proofs are based on an identity of Hecke for toroidal integrals of Eisenstein series and a result of Waldspurger about toroidal integrals of cusp forms combined with non-vanishing results for twists of L-series proven by the method of double Dirichlet series.

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