Extensions of Brownian motion to a family of Grushin-type singularities

Abstract

We consider a one-parameter family of Grushin-type singularities on surfaces, and discuss the possible diffusions that extend Brownian motion to the singularity. This gives a quick proof and clear intuition for the fact that heat can only cross the singularity for an intermediate range of the parameter. When crossing is possible and the singularity consists of one point, we give a complete description of these diffusions, and we describe a “best” extension, which respects the isometry group of the surface and also realizes the unique symmetric one-point extension of the Brownian motion, in the sense of Chen-Fukushima. This extension, however, does not correspond to the bridging extension, which was introduced by Boscain-Prandi, when they previously considered self-adjoint extensions of the Laplace-Beltrami operator on the Riemannian part for these surfaces. We clarify that several of the extensions they considered induce diffusions that are carried by the Martin compactification at the singularity, which is much larger than the (one-point) metric completion. In the case when the singularity is more than one-point, a complete classification of diffusions extending Brownian motion would be unwieldy. Nonetheless, we again describe a “best” extension which respects the isometry group, and in this case, this diffusion corresponds to the bridging extension. A prominent role is played by Bessel processes (of every real dimension) and the classical theory of one-dimensional diffusions and their boundary conditions.