Perturbation of symmetric Markov processes

Z. Q. Chen, P. J. Fitzsimmons*, K. Kuwae, T. S. Zhang

*Corresponding author for this work

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Abstract

We present a path-space integral representation of the semigroup associated with the quadratic form obtained by a lower-order perturbation of the L 2-infinitesimal generator {L} of a general symmetric Markov process. An illuminating concrete example for {L} is ΔD-(-Δ) sD, where D is a bounded Euclidean domain in R d, s ε [0, 1], ΔD is the Laplace operator in D with zero Dirichlet boundary condition and -(-Δ)sD is the fractional Laplacian in D with zero exterior condition. The strong Markov process corresponding to L is a Lévy process that is the sum of Brownian motion in Rd and an independent symmetric (2s)-stable process in Rd killed upon exiting the domain D. This probabilistic representation is a combination of Feynman-Kac and Girsanov formulas. Crucial to the development is the use of an extension of Nakao's stochastic integral for zero-energy additive functionals and the associated Itô formula, both of which were recently developed in Chen et al. [Stochastic calculus for Dirichlet processes (preprint)(2006)].

Original languageEnglish
Pages (from-to)239-275
Number of pages37
JournalProbability Theory and Related Fields
Volume140
Issue number1-2
DOIs
Publication statusPublished - Jan 2008
Externally publishedYes

Keywords

  • Dual predictable projection
  • Feynman-Kac transform
  • Girsanov transform
  • Martingale
  • Perturbation
  • Revuz measure
  • Stochastic integral for Dirichlet processes
  • Symmetric Markov process
  • Time reversal

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Chen, Z. Q., Fitzsimmons, P. J., Kuwae, K., & Zhang, T. S. (2008). Perturbation of symmetric Markov processes. Probability Theory and Related Fields, 140(1-2), 239-275. https://doi.org/10.1007/s00440-007-0065-2