\(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups (Q418715): Difference between revisions
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The purpose of this article is to present criteria for the \(L^p\)-independence of spectral bounds for generalized non-local Feynman-Kac semigroups of some symmetric strong Markov process \(X\) living on a Luzin space. Here, the generalized non-local Feynman-Kac transformation involves continuous additive functionals of \(X\) having zero quadratic variation and discontinuous additive functionals of \(X\). The author's strategy for proving these criteria essentially consists of the reduction of the generalized non-local Feynman-Kac transform into a non-local Feynman-Kac transform for a new process with the help of a suitable Girsanov transform. Results on the \(L^p\)-independence for non-local Feynman-Kac transforms have been obtained by the author itself quite recently. Applying those results to the previously mentioned reduced Feynman-Kac transform, the \(L^p\)-independence of the spectral bounds for the original generalized non-local Feynman-Kac transform can finally be shown. In the last part of the article, the author applies the main results of the paper to several concrete examples. | |||
Property / review text: The purpose of this article is to present criteria for the \(L^p\)-independence of spectral bounds for generalized non-local Feynman-Kac semigroups of some symmetric strong Markov process \(X\) living on a Luzin space. Here, the generalized non-local Feynman-Kac transformation involves continuous additive functionals of \(X\) having zero quadratic variation and discontinuous additive functionals of \(X\). The author's strategy for proving these criteria essentially consists of the reduction of the generalized non-local Feynman-Kac transform into a non-local Feynman-Kac transform for a new process with the help of a suitable Girsanov transform. Results on the \(L^p\)-independence for non-local Feynman-Kac transforms have been obtained by the author itself quite recently. Applying those results to the previously mentioned reduced Feynman-Kac transform, the \(L^p\)-independence of the spectral bounds for the original generalized non-local Feynman-Kac transform can finally be shown. In the last part of the article, the author applies the main results of the paper to several concrete examples. / rank | |||
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Property / reviewed by: Martin Grothaus / rank | |||
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Property / Mathematics Subject Classification ID: 47D08 / rank | |||
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Property / Mathematics Subject Classification ID: 60J45 / rank | |||
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Property / Mathematics Subject Classification ID: 60J57 / rank | |||
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Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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Property / Mathematics Subject Classification ID: 31C25 / rank | |||
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Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6039135 / rank | |||
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Property / zbMATH Keywords | |||
Feynman-Kac transform | |||
Property / zbMATH Keywords: Feynman-Kac transform / rank | |||
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Girsanov transform | |||
Property / zbMATH Keywords: Girsanov transform / rank | |||
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quadratic form | |||
Property / zbMATH Keywords: quadratic form / rank | |||
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spectral bound | |||
Property / zbMATH Keywords: spectral bound / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2962704971 / rank | |||
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Property / arXiv ID | |||
Property / arXiv ID: 1105.3296 / rank | |||
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Property / cites work | |||
Property / cites work: Q3976821 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 07:22, 5 July 2024
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Language | Label | Description | Also known as |
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English | \(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups |
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\(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups (English)
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30 May 2012
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The purpose of this article is to present criteria for the \(L^p\)-independence of spectral bounds for generalized non-local Feynman-Kac semigroups of some symmetric strong Markov process \(X\) living on a Luzin space. Here, the generalized non-local Feynman-Kac transformation involves continuous additive functionals of \(X\) having zero quadratic variation and discontinuous additive functionals of \(X\). The author's strategy for proving these criteria essentially consists of the reduction of the generalized non-local Feynman-Kac transform into a non-local Feynman-Kac transform for a new process with the help of a suitable Girsanov transform. Results on the \(L^p\)-independence for non-local Feynman-Kac transforms have been obtained by the author itself quite recently. Applying those results to the previously mentioned reduced Feynman-Kac transform, the \(L^p\)-independence of the spectral bounds for the original generalized non-local Feynman-Kac transform can finally be shown. In the last part of the article, the author applies the main results of the paper to several concrete examples.
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Feynman-Kac transform
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Girsanov transform
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quadratic form
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spectral bound
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