Feynman-Kac penalizations of rotationally symmetric \(\alpha\)-stable processes

DOI10.1016/j.spl.2019.01.006zbMath1407.60107OpenAlexW2909339432MaRDI QIDQ1726924

Masayoshi Takeda, Yunke Li

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.01.006

zbMATH Keywords

penalizationFeynman-Kac functionalsymmetric stable processintrinsic ultracontractivityFukushima's ergodic theorem

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Schrödinger operator, Schrödinger equation (35J10) Right processes (60J40)

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• Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I

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