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Perturbation of symmetric Markov processes
Authors:Z -Q Chen  P J Fitzsimmons  K Kuwae  T -S Zhang
Institution:(1) Department ofMathematics, University of Washington, Seattle, WA 98195, USA;(2) Department of Mathematics, University of California at San Diego, 9500Gilman Drive, La Jolla, CA 92093-0112, USA;(3) Department of Mathematics, Faculty of Education, Kumamoto University, Kumamoto 860-8555, Japan;(4) School of Mathematics, University of Manchester, Sackville Street, Manchester, M60 1QD, UK
Abstract:We present a path-space integral representation of the semigroup associated with the quadratic form obtained by a lower-order perturbation of the L 2-infinitesimal generator $\mathcal {L}We present a path-space integral representation of the semigroup associated with the quadratic form obtained by a lower-order perturbation of the L 2-infinitesimal generator $$\mathcal {L}$$ of a general symmetric Markov process. An illuminating concrete example for $$\mathcal {L}$$ is $$\Delta_D-(-\Delta)^s_D$$, where D is a bounded Euclidean domain in $$\mathbb {R}^d, s\in 0, 1], \Delta_D$$ is the Laplace operator in D with zero Dirichlet boundary condition and $$-(-\Delta)^s_D$$ is the fractional Laplacian in D with zero exterior condition. The strong Markov process corresponding to $$\mathcal {L}$$ is a Lévy process that is the sum of Brownian motion in $$\mathbb {R}^d$$ and an independent symmetric (2s)-stable process in $$\mathbb {R}^d$$ killed upon exiting the domain D. This probabilistic representation is a combination of Feynman-Kac and Girsanov formulas. Crucial to the development is the use of an extension of Nakao’s stochastic integral for zero-energy additive functionals and the associated It? formula, both of which were recently developed in Chen et al. Stochastic calculus for Dirichlet processes (preprint)(2006)]. The research of T.-S. Zhang is supported by the British EPSRC.
Keywords:Perturbation  Symmetric Markov process  Time reversal  Girsanov transform  Feynman-Kac transform  Stochastic integral for Dirichlet processes  Martingale  Revuz measure  Dual predictable projection
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