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On general perturbations of symmetric Markov processes

  • Z. Q. Chen*
  • , P. J. Fitzsimmons
  • , K. Kuwae
  • , T. S. Zhang
  • *此作品的通讯作者
  • University of Washington
  • University of California at San Diego
  • Kumamoto University
  • University of Manchester

科研成果: 期刊稿件文章同行评审

摘要

Let X be a symmetric right process, and let Z = {Zt, t ≥ 0} be a multiplicative functional of X that is the product of a Girsanov transform, a Girsanov transform under time-reversal and a continuous Feynman-Kac transform. In this paper we derive necessary and sufficient conditions for the strong L2-continuity of the semigroup {Tt, t ≥ 0} given by Tt f (x) = Ex [Zt f (Xt)], expressed in terms of the quadratic form obtained by perturbing the Dirichlet form of X in the appropriate way. The transformations induced by such Z include all those treated previously in the literature, such as Girsanov transforms, continuous and discontinuous Feynman-Kac transforms, and generalized Feynman-Kac transforms.

源语言英语
页(从-至)363-374
页数12
期刊Journal des Mathematiques Pures et Appliquees
92
4
DOI
出版状态已出版 - 10月 2009
已对外发布

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