Drift-diffusion equations on domains in Rd: essential self-adjointness and stochastic completeness

Abstract

We consider the problem of quantum and stochastic confinement for drift-diffusion equations on domains ⊂ Rd. We obtain various sufficient conditions on the behavior of the coefficients near the boundary of which ensure the essential self-adjointness or stochastic completeness of the symmetric form of the drift-diffusion operator, -1∞\,∇· ∞ D∇. The proofs are based on the method developed in [29] for quantum confinement on bounded domains in Rd. In particular for stochastic confinement we combine the Liouville property with Agmon type exponential estimates for weak solutions.

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