Generalised Kreĭn–Feller operators and gap diffusions via transformations of measure spaces

Abstract

We consider the generalised Kre\u{\i}n-Feller operator Δν,μ\Delta_{\nu, \mu} with respect to compactly supported Borel probability measures μ\mu and ν\nu under the natural restrictions supp(ν)supp(μ)\mathrm{supp}(\nu)\subseteq\mathrm{supp}(\mu) and μ\mu is atomless. We show that the solutions of the eigenvalue problem for Δν,μ\Delta_{\nu, \mu} can be transferred to the corresponding problem for the classical Kre\u{\i}n-Feller operator Δν,Λ=μx\Delta_{\nu, \Lambda}=\partial_{\mu}\partial_{x} with respect to the Lebesgue measure Λ\Lambda via an isometric isomorphism of the underlying Banach spaces. In this way we reprove and consolidate many known results on the spectral asymptotics of Kre\u{\i}n-Feller operators. Additionally, we investigate infinitesimal generators of generalised gap diffusions associated to generalised Kre\u{\i}n-Feller operators under Neumann boundary condition and determine their scale functions and speed measures. Extending the measure μ\mu and ν\nu to the real line allows us to determine the walk dimension of the given gap diffusion.Comment: 15 pages, 4 figure

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