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3 questions
3
votes
1
answer
138
views
Is $R^n$ stochastically complete for the heat kernel of a Schrödinger operator?
Suppose $V:\mathbb{R}^{n} \to \mathbb{R}$ is just a positive polynomial and $K_{t}(x,y)$ is the heat kernel of $H = -\Delta + V$. Then does it follow
$$\int_{\mathbb{R}^{n}} K_{t}(x, \cdot)\,dy = 1?$$...
2
votes
1
answer
483
views
What is an analogous version of the Ornstein–Uhlenbeck process on Riemannian manifolds?
Recall that the Ornstein–Uhlenbeck (OU) process in $\mathbb{R}^d$ is defined by the following SDE,
$$
d Z_t=\frac{-1}{2} Z_t d t+d W_t, \quad t \geqslant 0
$$
where $\left(W_t\right)_{t \geqslant 0}$ ...
2
votes
0
answers
157
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Better Sobolev inequality holds in this case when assuming doubling and Poincare inequality?
Let $X$ be a Polish space and let $m$ be a locally finite Borel measure on $X$.
Let $\epsilon$ be a strongly local, regular Dirichlet form on $L^2(X,m)$ with Domain $V :=\{f\in L^2(X,m):\epsilon(f)&...