Representation of symmetric super-martingale multiplicative functionals (Q1861022)

Let \((X_t,P_x)\) be an \(m\)-symmetric Borel right process on a Lusin space \(E\). The notions of even and odd additive functionals of diffusion processes are given by \textit{P. J. Fitzsimmons} [in: Dirichlet forms and stochastic processes, 139-154 (1995; Zbl 0844.60048)]. The authors show that an even local martingale continuous additive functional vanishes identically. This result is used to give a representation of symmetric multiplicative functionals \(M\) which says that there exist a symmetric function \(\varphi\) on \(E\times E\) and a PCAF \(A\) such that \[ M_t=\exp(L_t-A_t) \prod_{0<s\leq t} [1+\varphi(X_{s-},X_s)] \exp(-\varphi(X_{s-},X_s)), \] where \(L_t\) is the compensated martingale of \(\sum_{0\leq s\leq t} \varphi(X_{s-},X_s)\).