English

On the Feynman--Kac semigroup for some Markov processes

Probability 2015-08-13 v1

Abstract

For a (non-symmetric) strong Markov process XX, consider the Feynman--Kac semigroup TtAf(x):=Ex[eAtf(Xt)],xRn,t>0,T_t^Af(x):=\mathbb {E}^x\bigl[e^{A_t}f(X_t)\bigr],\quad x\in {\mathbb {R}^n}, t>0, where AA is a continuous additive functional of XX associated with some signed measure. Under the assumption that XX admits a transition probability density that possesses upper and lower bounds of certain type, we show that the kernel corresponding to TtAT_t^A possesses the density ptA(x,y)p_t^A(x,y) with respect to the Lebesgue measure and construct upper and lower bounds for ptA(x,y)p_t^A(x,y). Some examples are provided.

Keywords

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/)

R2 v1 2026-06-22T10:31:51.352Z