Bivariate Revuz measures and the Feynman-Kac formula

zbMath0861.60082MaRDI QIDQ1917687

Jiangang Ying

Publication date: 8 July 1996

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1996__32_2_251_0

zbMATH Keywords

Dirichlet formsFeynman-Kac formulaRevuz measuresadditive and multiplicative functionals of a right Markov process

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Multiplicative functionals and Markov processes (60J57) Right processes (60J40)

Related Items (15)

Absolute continuity of symmetric Markov processes. ⋮ Multiplicative functionals of Lévy processes ⋮ A formula for transition density function under Girsanov transform ⋮ A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals ⋮ Lévy processes and homogeneous killing transformation ⋮ Factorization and estimates of Dirichlet heat kernels for non-local operators with critical killings ⋮ Killing and subordination ⋮ A formula on scattering length of dual Markov processes ⋮ Killing transform on regular Dirichlet subspaces ⋮ Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function ⋮ Some variational formulas on additive functionals of symmetric Markov chains ⋮ Silverstein extension and Fukushima extension ⋮ Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms ⋮ Transformation of symmetric multiplicative functionals ⋮ Criticality and subcriticality of generalized Schrödinger forms with non-local perturbations

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