Bivariate Revuz measures and the Feynman-Kac formula (Q1917687): Difference between revisions
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Latest revision as of 05:14, 5 March 2024
scientific article
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English | Bivariate Revuz measures and the Feynman-Kac formula |
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Bivariate Revuz measures and the Feynman-Kac formula (English)
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8 July 1996
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This paper is divided into two parts. In the first part, additive and multiplicative functionals of a right Markov process are investigated systematically in the setting of weak duality, by means of bivariate Revuz measures. It is proved that additive and multiplicative functionals are uniquely determined by their bivariate Revuz measures and two multiplicative functionals are dual if and only if their bivariate Revuz measures are dual. In the second part, it is proved that any subprocess of a nearly symmetric Markov process is also nearly symmetric and a generalized Feynman-Kac formula is given: this formula describes the relationship between their corresponding Dirichlet forms.
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additive and multiplicative functionals of a right Markov process
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Revuz measures
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Feynman-Kac formula
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Dirichlet forms
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