On the Feynman--Kac semigroup for some Markov processes
Probability
2015-08-13 v1
Abstract
For a (non-symmetric) strong Markov process , consider the Feynman--Kac semigroup where is a continuous additive functional of associated with some signed measure. Under the assumption that admits a transition probability density that possesses upper and lower bounds of certain type, we show that the kernel corresponding to possesses the density with respect to the Lebesgue measure and construct upper and lower bounds for . Some examples are provided.
Cite
@article{arxiv.1508.02836,
title = {On the Feynman--Kac semigroup for some Markov processes},
author = {Victoria Knopova},
journal= {arXiv preprint arXiv:1508.02836},
year = {2015}
}
Comments
Published at http://dx.doi.org/10.15559/15-VMSTA26 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/)