Bivariate Revuz measures and the Feynman-Kac formula (Q1917687)

From MaRDI portal
Revision as of 14:39, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Bivariate Revuz measures and the Feynman-Kac formula
scientific article

    Statements

    Bivariate Revuz measures and the Feynman-Kac formula (English)
    0 references
    0 references
    8 July 1996
    0 references
    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.
    0 references
    0 references
    additive and multiplicative functionals of a right Markov process
    0 references
    Revuz measures
    0 references
    Feynman-Kac formula
    0 references
    Dirichlet forms
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references