Conditional gauge theorem for non-local Feynman-Kac transforms

Zhen Qing Chen; Renming Song

doi:10.1007/s004400200219

Conditional gauge theorem for non-local Feynman-Kac transforms

Zhen Qing Chen^*, Renming Song

^*此作品的通讯作者

科研成果: 期刊稿件 › 文章 › 同行评审

43 引用（Scopus）

摘要

Feynman-Kac transforms driven by discontinuous additive functionals are studied in this paper for a large class of Markov processes. General gauge and conditional gauge theorems are established for such transforms. Furthermore, the L²-infinitesimal generator of the Schrödinger semigroup given by a non-local Feynman-Kac transform is determined in terms of its associated bilinear form.

源语言	英语
页（从-至）	45-72
页数	28
期刊	Probability Theory and Related Fields
卷	125
期	1
DOI	https://doi.org/10.1007/s004400200219
出版状态	已出版 - 1月 2003
已对外发布	是

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Chen, Z. Q., & Song, R. (2003). Conditional gauge theorem for non-local Feynman-Kac transforms. Probability Theory and Related Fields, 125(1), 45-72. https://doi.org/10.1007/s004400200219

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title = "Conditional gauge theorem for non-local Feynman-Kac transforms",

abstract = "Feynman-Kac transforms driven by discontinuous additive functionals are studied in this paper for a large class of Markov processes. General gauge and conditional gauge theorems are established for such transforms. Furthermore, the L2-infinitesimal generator of the Schr{\"o}dinger semigroup given by a non-local Feynman-Kac transform is determined in terms of its associated bilinear form.",

keywords = "Conditional Markov process, Conditional gauge theorem, Gauge Theorem, Green function, Kato class",

author = "Chen, {Zhen Qing} and Renming Song",

year = "2003",

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doi = "10.1007/s004400200219",

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AU - Song, Renming

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AB - Feynman-Kac transforms driven by discontinuous additive functionals are studied in this paper for a large class of Markov processes. General gauge and conditional gauge theorems are established for such transforms. Furthermore, the L2-infinitesimal generator of the Schrödinger semigroup given by a non-local Feynman-Kac transform is determined in terms of its associated bilinear form.

KW - Conditional Markov process

KW - Conditional gauge theorem

KW - Gauge Theorem

KW - Green function

KW - Kato class

UR - http://www.scopus.com/inward/record.url?scp=0037934617&partnerID=8YFLogxK

U2 - 10.1007/s004400200219

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JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

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Conditional gauge theorem for non-local Feynman-Kac transforms

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