On general boundary conditions for one-dimensional diffusions with symmetry

Abstract

We give a simple proof of the symmetry of a minimal diffusion $X^0$ on a one-dimensional open interval $I$ with respect to the attached canonical measure $m$ along with the identification of the Dirichlet form of $X^0$ on $L^2(I; m)$ in terms of the triplet $(s,m,k)$ attached to $X^0$. The $L^2$-generators of $X^0$ and its reflecting extension $X^r$ are then readily described. We next use the associated reproducing kernels in connecting the $L^2$-setting to the traditional $C_b$-setting and thereby deduce characterizations of the domains of $C_b$-generators of $X^0$ and $X^r$ by means of boundary conditions. We finally identify the $C_b$-generators for all other possible symmetric diffusion extensions of $X^0$ and construct by that means all diffusion extensions of $X^0$ in [IM2].