ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES

DOI10.1142/S0219025707002671zbMath1131.31005MaRDI QIDQ5297752

Wei Sun, Zhi-Ming Ma, Chuan-Zhong Chen

Publication date: 13 July 2007

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

supermartingales; Dirichlet forms; Girsanov transformation; symmetric Markov processes; strong continuity; generalized Feynman-Kac semigroup

Mathematics Subject Classification ID

31C25: Dirichlet forms

60J45: Probabilistic potential theory

60J57: Multiplicative functionals and Markov processes

Related Items

On the generalized Feynman-Kac transformation for nearly symmetric Markov processes, On general perturbations of symmetric Markov processes

Cites Work

• Unnamed Item
• Unnamed Item
• Perturbation of Dirichlet forms --- lower semiboundedness, closability, and form cores
• Quadratic forms corresponding to the generalized Schrödinger semigroups
• A note on Beurling-Deny formulae in infinite dimensional spaces
• Non-symmetric perturbations of symmetric Dirichlet forms.
• Girsanov and Feynman-Kac type transformations for symmetric Markov processes
• Traces of symmetric Markov processes and their characterizations
• Strong continuity of generalized Feynman--Kac semigroups: necessary and sufficient conditions
• Quasi-homeomorphisms of Dirichlet forms
• Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties
• On the quasi-regularity of semi-Dirichlet forms