AbstractRoughly speaking, the regular subspace of a Dirichlet form is also a regular Dirichlet form on the same state space. It inherits the same form of the original Dirichlet form but possesses a smaller domain.
What we are concerned in this paper are the regular subspaces of associated Dirichlet forms of skew product diffusions.
A skew product diffusion X is a symmetric Markov process on the product state space ${E_{1}\times E_{2}}$ and expressed as$X_{t}=(X^{1}_{t},X^{2}_{A_{t}}),\quad t\geq 0,$where ${X^{i}}$ is a symmetric diffusion on ${E_{i}}$ for ${i=1,2}$, and A is a positive continuous additive functional of ${X^{1}}$.
One of our main results indicates that any skew product type regular subspace of X, say$Y_{t}=(Y^{1}_{t},{Y^{2}_{\tilde{A}_{t}}}),\quad t\geq 0,$can be characterized as follows: the associated smooth measure of ${\tilde{A}}$ is equal to that of A, and ${Y^{i}}$ corresponds to a regular subspace of ${X^{i}}$ for ${i=1,2}$.
Furthermore, we shall make some discussions on rotationally invariant diffusions on ${\mathbb{R}^{d}\setminus\{{\mathbf{0}}\}}$,
which are special skew product diffusions on ${(0,\infty)\times S^{d-1}}$.
Our main purpose is to extend a regular subspace of rotationally invariant diffusion on ${\mathbb{R}^{d}\setminus\{{\mathbf{0}}\}}$ to a new regular Dirichlet form on ${\mathbb{R}^{d}}$.
More precisely, fix a regular Dirichlet form ${(\mathcal{E,F}\kern 0.569055pt)}$ on the state space ${\mathbb{R}^{d}}$.
Its part Dirichlet form on ${\mathbb{R}^{d}\setminus\{{\mathbf{0}}\}}$ is denoted by ${(\mathcal{E}^{0},\mathcal{F}{}^{0})}$.
Let ${(\tilde{\mathcal{E}}^{0},\tilde{\mathcal{F}}{}^{0})}$ be a regular subspace of ${(\mathcal{E}^{0},\mathcal{F}{}^{0})}$.
We want to find a regular subspace ${(\tilde{\mathcal{E}},\tilde{\mathcal{F}}\kern 0.569055pt)}$ of ${(\mathcal{E,F}\kern 0.569055pt)}$ such that the part Dirichlet form of ${(\tilde{\mathcal{E}},\tilde{\mathcal{F}}\kern 0.569055pt)}$ on ${\mathbb{R}^{d}\setminus\{{\mathbf{0}}\}}$ is exactly ${(\tilde{\mathcal{E}}^{0},\tilde{\mathcal{F}}{}^{0})}$.
If ${(\tilde{\mathcal{E}},\tilde{\mathcal{F}}\kern 0.569055pt)}$ exists, we call it a regular extension of ${(\tilde{\mathcal{E}}^{0},\tilde{\mathcal{F}}{}^{0})}$. We shall prove that, under a mild assumption, any rotationally invariant type regular subspace of ${(\mathcal{E}^{0},\mathcal{F}{}^{0})}$ has a unique regular extension.