Energy functionals and killing transform

DOI10.1007/BF02882564MaRDI QIDQ1375812zbMATH OpenOpenAlexFDO

Authors Jiangang Ying

Publication date 9 August 1998

Published in Chinese Science Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02882564

zbMATH Keywords

balayage-operatorenergy-functionalFeynman-Kac formulamultiplicative functionalpotential theoryright Markov process

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

Review text

In the standard setting of potential theory for right Markov process due to Getoor and Sharpe, the author gives a probabilistic interpretation of energy functional w.r.t. the subprocess killed by a given exact multiplicative functional. The main theorem is stated as follows: Let \({\mathbf X}= (X_t, P^x)\) be a right Markov process and denote respectively by \(\text{Exc}({\mathbf X})\), \(\text{S}({\mathbf X})\) the classes of excessive measures and excessive functions associated with \({\mathbf X}\). The energy-functional \(L:\text{Exc}({\mathbf X})\times\text{S}({\mathbf X})\to\mathbb{R}\) (of \(X\)) is by definition \(L(m,u):= \sup\{\mu(u): \mu\geq 0\), \(\mu{\mathbf U}\leq m\}\), where \({\mathbf U}\) denotes the potential-operator. By the same way if \(M\) is a given exact multiplicative functional with positive life time, then the energy-functional of the \(M\)-subprocess will be denoted by \(L^M(m,u)\). Theorem. 1) \(L(m,u) = L^M(m-{\mathbf R}_Mm, u)\), where \({\mathbf R}_M\) denotes the balayage-operator for measures. 2) Furthermore, if \(m\) is dissipative, then \(L(m,u)= L^M(m,u- {\mathbf P}_Mu)\), where \({\mathbf P}_M\) denotes the balayage-operator for functions. On the way to show the above theorem the author gives an interpretation of the Feynman-Kac formula in terms of energy-functional.

Recommendations

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Cites work

• Excessive measures and Markov processes with random birth and death
• scientific article; zbMATH DE number 4096527 (Why is no real title available?)
• scientific article; zbMATH DE number 193631 (Why is no real title available?)
• scientific article; zbMATH DE number 1350306 (Why is no real title available?)
• Killing a Markov process under a stationary measure involves creation
• Revuz measures and time changes

Cited in

(7)

• A formula for energy functionals
• The energy functional, balayage, and capacity
• scientific article; zbMATH DE number 3899895 (Why is no real title available?)
• scientific article; zbMATH DE number 3914839 (Why is no real title available?)
• Energy functional for the abstract Cauchy problem
• scientific article; zbMATH DE number 4096527 (Why is no real title available?)
• A New Formula for the Energy Functionals Ek and its Applications

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