Bivariate Revuz Measures and the Feynman-Kac Formula on Semi-Dirichlet Forms

被引:1
|
作者
Li, Liping [1 ]
Ying, Jiangang [1 ]
机构
[1] Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China
关键词
(Lower bounded) semi-Dirichlet forms; Feynman-Kac formula; Bivariate Revuz measures; BEURLING-DENY FORMULA; MULTIPLICATIVE FUNCTIONALS; WEAK DUALITY;
D O I
10.1007/s11118-014-9457-y
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper we shall first establish the theory of bivariate Revuz correspondence of positive additive functionals under a semi-Dirichlet form which is associated with a right Markov process X satisfying the sector condition but without duality. We extend most of the classical results about the bivariate Revuz measures under the duality assumptions to the case of semi-Dirichlet forms. As the main results of this paper, we prove that for any exact multiplicative functional M of X, the subprocess X (M) of X killed by M also satisfies the sector condition and we then characterize the semi-Dirichlet form associated with X (M) by using the bivariate Revuz measure, which extends the classical Feynman-Kac formula.
引用
收藏
页码:775 / 808
页数:34
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