Perturbation of symmetric Markov processes
From MaRDI portal
Publication:2464675
DOI10.1007/s00440-007-0065-2zbMath1137.31004MaRDI QIDQ2464675
Tu-Sheng Zhang, Kazuhiro Kuwae, Zhen-Qing Chen, Patrick J. Fitzsimmons
Publication date: 17 December 2007
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-007-0065-2
martingale; time reversal; Revuz measure; Feynman-Kac transform; Girsanov transform; dual predictable projection; stochastic integral for Dirichlet processes
31C25: Dirichlet forms
60H05: Stochastic integrals
60J55: Local time and additive functionals
60J57: Multiplicative functionals and Markov processes
Related Items
Stability of Dirichlet heat kernel estimates for non-local operators under Feynman-Kac perturbation, A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients, Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients, \(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups, Errata for stochastic calculus for symmetric Markov processes, Archimedes' principle for Brownian liquid, General analytic characterization of gaugeability for Feynman-Kac functionals, Errata: Stochastic calculus over symmetric Markov processes without time reversal, On the generalized Feynman-Kac transformation for nearly symmetric Markov processes, A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients, On general perturbations of symmetric Markov processes, \(L^p\)-independence of spectral bounds of Feynman-Kac semigroups by continuous additive functionals, Time fractional equations and probabilistic representation, Estimates of heat kernels with Neumann boundary conditions, Time-reversal and elliptic boundary value problems, \(L^p\)-independence of spectral radius for generalized Feynman-Kac semigroups, Stochastic calculus for symmetric Markov processes, \(h \hat h\)-transforms of positivity preserving semigroups and associated Markov processes, Stochastic integration with respect to additive functionals of zero quadratic variation, Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces, Stochastic calculus over symmetric Markov processes with time reversal, BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS, Einstein relation for reversible diffusions in a random environment, Magnetic Energies and Feynman–Kac–Itô Formulas for Symmetric Markov Processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
- Dirichlet forms and symmetric Markov processes
- Absolute continuity of symmetric diffusions
- Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms
- Drift transforms and Green function estimates for discontinuous processes
- Hardy inequality for censored stable processes
- Non-symmetric perturbations of symmetric Dirichlet forms.
- Girsanov and Feynman-Kac type transformations for symmetric Markov processes
- Conditional gauge theorem for non-local Feynman-Kac transforms
- Absolute continuity of symmetric Markov processes.
- Maximum Principles for Subharmonic Functions Via Local Semi-Dirichlet Forms
- Stochastic calculus for continuous additive functionals of zero energy
- Quasi-homeomorphisms of Dirichlet forms
- Markov Processes Associated With Positivity Preserving Coercive Forms