Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms

Abstract: In this paper, we shall first establish the theory of bivariate Revuz correspondence of positive additive functionals under a semi-Dirichlet form, which is associated with a right Markov process

X

satisfying the sector condition but without duality. We extend most of the classical results about the bivariate Revuz measures under the duality assumptions to the case of semi-Dirichlet forms. As the main results of this paper, we 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 we then characterize the semi-Dirichlet form associated with

X^{M}

by using the bivariate Revuz measure, which extends the classical Feynman-Kac formula.

Review text

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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