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

来源：

MATHEMATISCHE NACHRICHTEN | 2016年 / 289卷 / 16期

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

页码：2069 / 2082

页数：14

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