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Fractional derivatives, non-symmetric and time-dependent Dirichlet forms and the drift form. (English) Zbl 0970.31008

By using fractional derivatives, the authors show that the bilinear form induced by any Lévy process is the limit of some non-symmetric Dirichlet forms. In particular, the drift form \(\int^{\infty}_{-\infty}u(x)\frac{dv(x)}{dx} dx\) is the limit of some non-symmetric Dirichlet forms. For drift forms in \(\mathbb{R}^n\) with variable coefficients, a similar result is true if the coefficients satisfy some regularity and commutator conditions. The authors also show that time-dependent Dirichlet forms can also be realized as limits of ordinary non-symmetric Dirichlet forms.

MSC:

31C25 Dirichlet forms
47D07 Markov semigroups and applications to diffusion processes
26A33 Fractional derivatives and integrals

References:

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