On the Feynman-Kac semigroup for some Markov processes

DOI10.15559/15-VMSTA26zbMATH Open1352.60110arXiv1508.02836OpenAlexW3098453855MaRDI QIDQ340763FDOQ340763

Authors: V. Knopova 

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Abstract: For a (non-symmetric) strong Markov process $X$, consider the Feynman--Kac semigroup [T_t^Af(x):=mathbb {E}^x�igl[e^{A_t}f(X_t)�igr],quad xin {mathbb {R}^n}, t>0,] where $A$ is a continuous additive functional of $X$ associated with some signed measure. Under the assumption that $X$ admits a transition probability density that possesses upper and lower bounds of certain type, we show that the kernel corresponding to $T_t^A$ possesses the density $p_t^A(x,y)$ with respect to the Lebesgue measure and construct upper and lower bounds for $p_t^A(x,y)$. Some examples are provided.

Full work available at URL: https://arxiv.org/abs/1508.02836

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zbMATH Keywords

Markov processesKato classFeynman-Kac semigroupcontinuous additive functionaltransition probability density

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Probabilistic potential theory (60J45) Multiplicative functionals and Markov processes (60J57)

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Cited In (13)

• A Feynman-Kac result via Markov BSDEs with generalised drivers
• $L^p$-independence of growth bounds of Feynman–Kac semigroups
• Subordination principle and Feynman-Kac formulae for generalized time-fractional evolution equations
• Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise
• Title not available (Why is that?)
• On the stability of positive semigroups
• Title not available (Why is that?)
• Title not available (Why is that?)
• Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• On estimates of the density of Feynman-Kac semigroups of \(\alpha \)-stable-like processes
• On the stability of nonlinear Feynman-Kac semigroups

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