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| THE FEYNMAN-KAC FORMULA FOR SYMMETRIC MARKOV PROCESSES |
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Citation： |
Ying Jiangang.THE FEYNMAN-KAC FORMULA FOR SYMMETRIC MARKOV PROCESSES[J].Chinese Annals of Mathematics B,1997,18(3):293~300 |
| Page view： 1177
Net amount： 734 |
Authors： |
Ying Jiangang; |
Foundation： |
the State Education Commission of China and the National Natural Science Foundation of China |
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| Abstract： |
Let $X$ be an $m$-symmetric Markov process and $M$ a
multiplicative functional of $X$ such that the $M$-subprocess
of $X$ is also $m$-symmetric. The author characterizes the Dirichlet form associated with the subprocess in terms of that associated with $X$ and the bivariate Revuz measure of $M$. |
Keywords： |
Dirichlet forms, Markov processes, Feynman-Kac formula |
Classification： |
31C25, 60J40, 60B57 |
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