Asymptotic properties for continuous and jump type's Feynman-Kac functionals (Q1568366)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic properties for continuous and jump type's Feynman-Kac functionals |
scientific article |
Statements
Asymptotic properties for continuous and jump type's Feynman-Kac functionals (English)
0 references
18 March 2001
0 references
Let \({\mathbb M}=(X_t,P_x)\) be an \(m\)-symmetric Markov process associated with a regular Dirichlet form \(({\mathcal E},{\mathcal F})\) on \(L^2(X;m)\). For a symmetric function \(F\) on \(X \times X\) vanishing on the diagonal, let \(A^F_t\) be the discontinuous additive functional defined by \(A^F_t= \sum_{s \leq t} F(X_{s-},X_s)\). Further, for a Revuz measure \(\mu\), denote by \(A^\mu_t\) the associated additive functional and put \(A^{\mu,F}_t=A^\mu_t+A^F_t\). Fixing a function \(\varphi=R^{\mu,F}_\alpha g>0\) belonging to the domain of the generator \({\mathcal L}^{\mu,F}\) of the \(\exp(-A^{\mu,F}_t)\)-subprocess of \({\mathbb M}\), define the supermartingale multiplicative functional \(N^\varphi_t\) by \[ N^\varphi_t = \exp(-A^{\mu,F}_t) (\varphi(X_t)/\varphi(X_0)) \exp\Biggl(-\int_0^t ({\mathcal L}^{\mu,F}/\varphi)(X_s) ds\Biggr). \] The author shows the ergodicity of the transformed process \({\mathbb M}^\varphi\) of \({\mathbb M}\) by \(N^\varphi_t\) and applies it to get the large deviation principle related to the \(\exp(-A^{\mu,F}_t)\)-subprocess. As an application, a condition for a measure to be a Kato class measure is given and used to get an asymptotic behaviour of the local time. Also an asymptotics of the number of jumps of symmetric Markov chains is obtained.
0 references
large deviation
0 references
multiplicative functionals
0 references
Dirichlet forms
0 references