On general perturbations of symmetric Markov processes

被引:14
作者
Chen, Z. -Q. [1 ]
Fitzsimmons, P. J. [2 ]
Kuwae, K. [3 ]
Zhang, T. -S. [4 ]
机构
[1] Univ Washington, Dept Math, Seattle, WA 98195 USA
[2] Univ Calif San Diego, Dept Math, La Jolla, CA 92093 USA
[3] Kumamoto Univ, Grad Sch Sci & Technol, Dept Math & Engn, Kumamoto 8608555, Japan
[4] Univ Manchester, Sch Math, Manchester M60 1QD, Lancs, England
来源
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES | 2009年 / 92卷 / 04期
基金
英国工程与自然科学研究理事会; 日本学术振兴会;
关键词
Dirichlet form; Perturbation; Symmetric Markov process; Time reversal; DIRICHLET FORMS;
D O I
10.1016/j.matpur.2009.05.012
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let X be a symmetric right process, and let Z = {Z(t), t >= 0} be a multiplicative functional of X that is the product of a Girsanov transform, a Girsanov transform under time-reversal and a continuous Feynman-Kac transform. In this paper we derive necessary and sufficient conditions for the strong L-2-continuity of the semigroup {T-t, t >= 0} given by T-t f(x) = E-x [Z(t)f(X-t)], expressed in terms of the quadratic form obtained by perturbing the Dirichlet form of X in the appropriate way. The transformations induced by such Z include all those treated previously in the literature, such as Girsanov transforms, continuous and discontinuous Feynman-Kac transforms, and generalized Feynman-Kac transforms. (C) 2009 Elsevier Masson SAS. All rights reserved.
引用
收藏
页码:363 / 374
页数:12
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