Time changes of symmetric Markov processes and a Feynman-Kac formula |
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| Authors: | P. J. Fitzsimmons |
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| Affiliation: | (1) Department of Mathematics, C-012, University of California, San Diego, 92093 La Jolla, California |
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| Abstract: | We prove a Feynman-Kac formula in the context of symmetric Markov processes and Dirichlet spaces. This result is used to characterize the Dirichlet space of the time change of an arbitrary symmetric Markov process, completing work of Silverstein and Fukushima. |
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| Keywords: | Dirichlet space time change Feynman-Kac formula symmetric process |
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