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 |
| 卷 | 92 |
| 期 | 4 |
| DOI | |
| 出版状态 | 已出版 - 10月 2009 |
| 已对外发布 | 是 |
学术指纹
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