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

Let μ be a positive Kato measure on Rd associated with the Green kernel of the transient symmetric α‐stable process, the Markov process with generator (−Δ)α/2 (d>α). Let Atμ be the positive continuous additive functional in the Revuz correspondence with μ. If, in addition, μ is of compact support...

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Bibliographic Details
Published inMathematische Nachrichten Vol. 289; no. 16; pp. 2069 - 2082
Main Authors Takeda, Masayoshi, Wada, Masaki
Format Journal Article
LanguageEnglish
French
German
Published Weinheim Blackwell Publishing Ltd 01.11.2016
Wiley Subscription Services, Inc
Subjects
31C25
60G52
60J45
Feynman-Kac function
Symmetric stable process
time-change process
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Summary:Let μ be a positive Kato measure on Rd associated with the Green kernel of the transient symmetric α‐stable process, the Markov process with generator (−Δ)α/2 (d>α). Let Atμ be the positive continuous additive functional in the Revuz correspondence with μ. If, in addition, μ is of compact support, we give exact large time asymptotics of the expectation of the Feynman–Kac functional, exp(Atμ).
Bibliography:istex:DA5E2F2407AA34EE835B7D54B6E68903C41CB9A6
ark:/67375/WNG-QM4F71SL-7
Scientific Research - No. 26247008(A)
ArticleID:MANA201500136
Japan Society for the Promotion of Science
ISSN:0025-584X
1522-2616
DOI:10.1002/mana.201500136