Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms (Q2346359)
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English | Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms |
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Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms (English)
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1 June 2015
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The theory of (semi-)Dirichlet forms builds a bridge between classical potential theory and stochastic analysis. The authors of this paper first establish a theory of bivariate Revuz correspondence of positive additive functionals of a right Markov process \(X\) associated with a quasi-regular semi-Dirichlet form, and extend most of the results about the bivariate Revuz measures from the Dirichlet form setting to the semi-Dirichlet form setting. Then, among other things, they prove that for any exact multiplicative functional \(M\) of \(X\), the subprocess \(X^M\) of \(X\) killed by \(M\) also satisfies the sector condition, and characterize the semi-Dirichlet form associated with \(X^M\) by using the bivariate Revuz measure.
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semi-Dirichlet form
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Feynman-Kac formula
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bivariate Revuz measure
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right Markov process
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