Large time asymptotics of Feynman–Kac functionals for symmetric stable processes |
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| Authors: | Masayoshi Takeda Masaki Wada |
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| Affiliation: | 1. Mathematical Institute, Tohoku University, Aoba, Sendai, Japan;2. +81 3. 22 4. 795 5. 5554 |
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| Abstract: | Let μ be a positive Kato measure on  associated with the Green kernel of the transient symmetric α‐stable process, the Markov process with generator  ( ). Let  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,  . |
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| Keywords: | Symmetric stable process Feynman– Kac function time‐change process 31C25 60G52 60J45 |
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