Bivariate Revuz measures and the Feynman-Kac formula

被引:0
|
作者
Ying, JG
机构
关键词
Markov processes; multiplicative functionals; Revuz measures; Dirichlet forms;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In the first part of the present paper additive and multiplicative functionals of a right Markov process are investigated systematically in the setting of weak duality, by means of bivariate Revuz measures. We first give a representation for such measures. It is proved that additive and multiplicative functionals are uniquely determined by their bivariate Revuz measures and two multiplicative functionals are dual if and only if their bivariate Revuz measures are dual. In the second part we prove that any subprocess of a nearly symmetric Markov process is also nearly symmetric and give a generalized Feynman-Kac formula which describes the relationship between their corresponding Dirichlet forms.
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页码:251 / 287
页数:37
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