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Drift-diffusion equations on domains in $\mathbb{R}^d$: essential self-adjointness and stochastic completeness

Published 25 Sep 2016 in math-ph, math.AP, math.FA, math.MP, and math.PR | (1609.07689v2)

Abstract: We consider the problem of quantum and stochastic confinement for drift-diffusion equations on domains $ \Omega \subset \mathbb Rd$. We obtain various sufficient conditions on the behavior of the coefficients near the boundary of $\Omega$ which ensure the essential self-adjointness or stochastic completeness of the symmetric form of the drift-diffusion operator, $-\frac{1}{\rho_\infty}\,\nabla\cdot \rho_\infty\mathbb D\nabla$. The proofs are based on the method developed in [29] for quantum confinement on bounded domains in $\mathbb Rd$. In particular for stochastic confinement we combine the Liouville property with Agmon type exponential estimates for weak solutions.

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