Conditional gauge theorem for non-local Feynman-Kac transforms |
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| Authors: | Zhen-Qing Chen Renming Song |
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| Affiliation: | 1.Department of Mathematics, University of Washington, Seattle, WA 98195, USA. e-mail: zchen@math.washington.edu,US;2.Department of Mathematics, University of Illinois, Urbana, IL 61801, USA. e-mail: rsong@math.uiuc.edu,US |
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| Abstract: | Feynman-Kac transforms driven by discontinuous additive functionals are studied in this paper for a large class of Markov processes. General gauge and conditional gauge theorems are established for such transforms. Furthermore, the L 2 -infinitesimal generator of the Schrödinger semigroup given by a non-local Feynman-Kac transform is determined in terms of its associated bilinear form. |
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