Uniform integrability of exponential martingales and spectral bounds of non-local Feynman-Kac semigroups

zbMath1282.60075arXiv1105.3020MaRDI QIDQ4925763

Zhen-Qing Chen

Publication date: 12 June 2013

Full work available at URL: https://arxiv.org/abs/1105.3020

zbMATH Keywords

quadratic formspectral boundadditive functionalsKato classsmooth measureLévy systemFeynman-Kac transformGirsanov transformgaugeability

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Probabilistic potential theory (60J45) Multiplicative functionals and Markov processes (60J57)

Related Items (8)

\(L^p\)-independence of spectral radius for generalized Feynman-Kac semigroups ⋮ \(L^p\)-independence of spectral bounds of generalized non-local Feynman-Kac semigroups ⋮ Analytic characterizations of gaugeability for generalized Feynman-Kac functionals ⋮ Feynman-Kac penalization problem for additive functionals with jumping functions ⋮ Weak extinction versus global exponential growth of total mass for superdiffusions ⋮ Large deviation for additive functionals of symmetric Markov processes ⋮ Scattering lengths for additive functionals and their semi-classical asymptotics ⋮ A tightness property of a symmetric Markov process and the uniform large deviation principle

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