Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms
Probability
2015-04-28 v1
Abstract
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 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 of , the subprocess of killed by also satisfies the sector condition and we then characterize the semi-Dirichlet form associated with by using the bivariate Revuz measure, which extends the classical Feynman-Kac formula.
Cite
@article{arxiv.1504.04992,
title = {Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms},
author = {Liping Li and Jiangang Ying},
journal= {arXiv preprint arXiv:1504.04992},
year = {2015}
}
Comments
32 pages, to appear in Potential Analysis