Large time asymptotics of Feynman-Kac functionals for symmetric stable processes

被引:4
作者
Takeda, Masayoshi [1 ]
Wada, Masaki [1 ]
机构
[1] Tohoku Univ, Math Inst, Aoba Ku, Sendai, Miyagi 9808578, Japan
基金
日本学术振兴会;
关键词
Symmetric stable process; Feynman-Kac function; time-change process; ADDITIVE-FUNCTIONALS; DIRICHLET FORMS; GAUGEABILITY; PERTURBATION;
D O I
10.1002/mana.201500136
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Let be a positive Kato measure on Rd associated with the Green kernel of the transient symmetric -stable process, the Markov process with generator (-)/2 (d>). Let be the positive continuous additive functional in the Revuz correspondence with . If, in addition, is of compact support, we give exact large time asymptotics of the expectation of the Feynman-Kac functional, exp(A(t)(mu)).
引用
收藏
页码:2069 / 2082
页数:14
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