Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties (Q5935614)
From MaRDI portal
scientific article; zbMATH DE number 1610719
Language | Label | Description | Also known as |
---|---|---|---|
English | Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties |
scientific article; zbMATH DE number 1610719 |
Statements
Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties (English)
0 references
26 April 2002
0 references
Let \(X=(X_t, P^x)\) be a Lévy process in \({\mathbb R}^d\) whose Lévy measure has a density with respect to the \(d\)-dimensional Lebesgue measure. Let \(({\mathcal E}, D({\mathcal E}))\) denote the corresponding regular Dirichlet form. For \(\varphi \in D({\mathcal E})\), let \(\varphi(X_t)-\varphi(X_0)=M_t^{\varphi}+N_t^{\varphi}\), \(P^x\)-a.e., for q.e. \(x\in {\mathbb R}^d\), be Fukushima's decomposition. More precisely, \(M^{\varphi}\) is a martingale additive functional of finite energy, and \(N^{\varphi}\) is a continuous additive functional of zero energy. Assume that the Revuz measure \({\mu}_{\varphi}\) of the PCAF \(\langle M^{\varphi} \rangle \) belongs to the Kato class \(S_K\). Under these assumptions the author studies the Feynman-Kac semigroup \(T_tf(x)= E^x[f(X_t)\exp(N_t^{\varphi})]\). It is shown that the semigroup extends to a strongly continuous semigroup on \(L^2({\mathbb R}^d)\), and the quadratic form of the semigroup is identified. Some further analytic properties of the semigroup as well as large time asymptotics are also studied. The methods come from the Dirichlet space theory.
0 references
Dirichlet form
0 references
additive functional
0 references
Feynman-Kac functional
0 references
Feynman-Kac semigroup
0 references