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 language | English |
|---|---|
| Pages (from-to) | 239-275 |
| Number of pages | 37 |
| Journal | Probability Theory and Related Fields |
| Volume | 140 |
| Issue number | 1-2 |
| DOIs | |
| Publication status | Published - Jan 2008 |
| Externally published | Yes |
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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