English

On the generalized Feynman-Kac transformation for nearly symmetric Markov processes

Probability 2010-01-05 v2

Abstract

Suppose XX is a right process which is associated with a non-symmetric Dirichlet form (E,D(E))(\mathcal{E},D(\mathcal{E})) on L2(E;m)L^{2}(E;m). For uD(E)u\in D(\mathcal{E}), we have Fukushima's decomposition: u~(Xt)u~(X0)=Mtu+Ntu\tilde{u}(X_{t})-\tilde{u}(X_{0})=M^{u}_{t}+N^{u}_{t}. In this paper, we investigate the strong continuity of the generalized Feynman-Kac semigroup defined by Ptuf(x)=Ex[eNtuf(Xt)]P^{u}_{t}f(x)=E_{x}[e^{N^{u}_{t}}f(X_{t})]. Let Qu(f,g)=E(f,g)+E(u,fg)Q^{u}(f,g)=\mathcal{E}(f,g)+\mathcal{E}(u,fg) for f,gD(E)bf,g\in D(\mathcal{E})_{b}. Denote by J1J_1 the dissymmetric part of the jumping measure JJ of (E,D(E))(\mathcal{E},D(\mathcal{E})). Under the assumption that J1J_1 is finite, we show that (Qu,D(E)b)(Q^{u},D(\mathcal{E})_{b}) is lower semi-bounded if and only if there exists a constant α00\alpha_0\ge 0 such that Ptu2eα0t\|P^{u}_{t}\|_2\leq e^{\alpha_0 t} for every t>0t>0. If one of these conditions holds, then (Ptu)t0(P^{u}_{t})_{t\geq0} is strongly continuous on L2(E;m)L^{2}(E;m). If XX is equipped with a differential structure, then this result also holds without assuming that J1J_1 is finite.

Keywords

Cite

@article{arxiv.1001.0203,
  title  = {On the generalized Feynman-Kac transformation for nearly symmetric Markov processes},
  author = {Li Ma and Wei Sun},
  journal= {arXiv preprint arXiv:1001.0203},
  year   = {2010}
}