On the generalized Feynman-Kac transformation for nearly symmetric Markov processes

DOI10.1007/S10959-010-0318-3MaRDI QIDQ715746zbMATH OpenOpenAlexFDO

Authors Li Ma, Wei Sun

Publication date 1 November 2012

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.0203

zbMATH Keywords

non-symmetric Dirichlet formBeurling-Beny formulageneralized Feynman-Kac semigroupLeJan's transformation rule

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Multiplicative functionals and Markov processes (60J57)

Abstract: Suppose $X$ is a right process which is associated with a non-symmetric Dirichlet form $(mathcalE,D(mathcalE))$ on $L^2(E;m)$. For $uinD(mathcalE)$, we have Fukushima's decomposition: $ildeu(X_t)-ildeu(X_0)=M_t^u+N_t^u$. In this paper, we investigate the strong continuity of the generalized Feynman-Kac semigroup defined by $P_t^{u}f(x)=E_x[e^{N_t^u}f(X_t)]$. Let $Q^u(f,g)=mathcalE(f,g)+mathcalE(u,fg)$ for $f,ginD(mathcalE{)}_b$. Denote by $J_1$ the dissymmetric part of the jumping measure $J$ of $(mathcalE,D(mathcalE))$. Under the assumption that $J_1$ is finite, we show that $(Q^u,D(mathcalE{)}_b)$ is lower semi-bounded if and only if there exists a constant $alph{a}_{0}ge0$ such that $|P_t^u{|}_{2}leq{e}^{alph{a}_{0}t}$ for every $t>0$. If one of these conditions holds, then $(P_t^u{)}_{tgeq0}$ is strongly continuous on $L^2(E;m)$. If $X$ is equipped with a differential structure, then this result also holds without assuming that $J_1$ is finite.

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Cited in

(11)

• The Feynman-Kac formula for symmetric Markov processes
• $L^p$-independence of growth bounds of Feynman–Kac semigroups
• ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES
• On generalized Feynman-Kac transformation for Markov processes associated with semi-Dirichlet forms
• scientific article; zbMATH DE number 5286877 (Why is no real title available?)
• On general perturbations of symmetric Markov processes
• Strong continuity of some classes of generalized Feynman-Kac semigroups
• Strong continuity of generalized Feynman--Kac semigroups: necessary and sufficient conditions
• Girsanov and Feynman-Kac type transformations for symmetric Markov processes
• \(h \hat h\)-transforms of positivity preserving semigroups and associated Markov processes
• A note of generalized Feynman-Kac semigroups

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