The Feynman-Kac formula for symmetric Markov processes (Q1364959)
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scientific article; zbMATH DE number 1053805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Feynman-Kac formula for symmetric Markov processes |
scientific article; zbMATH DE number 1053805 |
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The Feynman-Kac formula for symmetric Markov processes (English)
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11 November 1997
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Let \(M\) be a multiplicative functional of an \(m\)-symmetric Markov process such that the \(M\)-subprocess is also \(m\)-symmetric. The author characterizes the Dirichlet form associated with the subprocess in terms of that associated with the original process and the bivariate Revuz measure of \(M\).
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Dirichlet forms
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Markov processes
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Feynman-Kac formula
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0.9425062
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0.94019437
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0.92886084
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0.9216775
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0.92001384
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0.91985625
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