期刊文献+

关于广义Feynman-Kac半群的一个注记

A note of generalized Feynman-Kac semigroups
下载PDF
导出
摘要 设(Xt)t>0是Lévy过程,(ε,D(ε))为其联系的狄氏型;对任意的u∈D(ε),设Ntu为u(Xt)-u(X0)的Fukushima分解中的零能量连续可加泛函.本论文主要研究了广义Feynman-Kac半群Ttf(x)=Ex[ef(Xt)],得到当u的能量测度μ<u>属于Hardy类且Hardy类系数大于0小于12时,(Tt)t≥0是强连续半群,并且得到了其对应的二次型表达式. Let x be a Lévy process and (ε,D (ε)) be the Dirichlet form associated with it. For u∈D (ε), u has a quasicontinuous version μz and μ(Xt ) has Fukushima's decomposition :μ(Xt ) -μ(X0) = M^u + Nt^u, where Mt^u is the martingale part and Nt^u is the zero energy part. In this paper we study the generalized Feynman-Kac semigroup Tf(x) = Ex^Nt^wf(Xt )] for f∈(R^d ) 1 When μ〈u〉 which is the energy measure of u belongs to Hardy class with the constant 0 〈δμ〈u〉 〈1/2, we prove that (Tt) t〉0 is strongly continuous semigroup and identify the quadratic form associated with it.
作者 马丽 韩新方
出处 《海南师范学院学报(自然科学版)》 2007年第2期111-115,共5页 Journal of Hainan Normal University:Natural Science
关键词 狄氏型 LÉVY过程 Fukushima分解 广义Feynman-Kac半群 Hardy类 强连续 Dirichlet form Lévy process Fukushima decomposition generalized Feynman-Kac semigroup Hardy class strong continuous
  • 相关文献

参考文献8

  • 1Fukushima M,Oshima Y,Takeda M.Dirichlet Forms and Symmetric Markov Processes[M].Berlin:Walter de Gruyrer,1994.
  • 2Ma Z M,Rockner M.Introduction to the Theory of(non-symmetric)Dirichlet Forms[M].Berlin:Springer-Verlag,1992.
  • 3Albeverio S,Ma Z M.Perturbation of Dirichlet forms-lower semi-boundedness,closability,and form cores[J].J Funct Anal,1991,99:332-356.
  • 4J Glover,Sikic H,Song R M.Quadratic forms corresponding to the generalized Schrodinger semigroups[J].J Funct Anal,1994:125:358-378.
  • 5Zhang T S.Generalized Feynman-Kac semigroups,associated quadratic forms and asymptotic properties[J].Potential Analysis,2001,14:387-408.
  • 6Chen Z Q,Zhang T S.Girsanov and Feynman-Kac type transformations for symmetric Markov processes[J].Ann Inst H Poincare Probab Statist,2002,38:475-505.
  • 7Chen C Z,Ma Z M,Sun W.On Girsanov and Greeralized Feynman-kac transformations for symmetric Markov process[J].Infinite Dimensional Analysis Quantum probability and Related Topics,2007,10(2):1-23.
  • 8Chen C Z,Sun W.Strong continuity of generalized Feynman-Kac semigroups:necessary and sufficient conditions[J].J Funct Anal,2006,237:446-465.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部