On General Perturbations of Symmetric Markov Processes

نویسندگان

  • Z.-Q. Chen
  • P. J. Fitzsimmons
  • K. Kuwae
چکیده

Let X be a symmetric right process, and let Z = {Zt, t ≥ 0} be a multiplicative functional of X that is the product of a Girsanov transform, a Girsanov transform under time-reversal and a continuous Feynman-Kac transform. In this paper we derive necessary and sufficient conditions for the strong L-continuity of the semigroup {Tt, t ≥ 0} given by Ttf(x) = Ex [Ztf(Xt)], expressed in terms of the quadratic form obtained by perturbing the Dirichlet form of X in the appropriate way. The transformations induced by such Z include all those treated previously in the literature, such as Girsanov transforms, continuous and discontinuous Feynman-Kac transforms, and generalized Feynman-Kac transforms.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ON THE GENERALIZATION OF N-PLE MARKOV PROCESSES

The notion of N-ple Markov process is defined in a quite general framework and it is shown that N-ple Markov processes-arel inear combinationso f some martingales

متن کامل

On $L_1$-weak ergodicity of nonhomogeneous continuous-time Markov‎ ‎processes

‎In the present paper we investigate the $L_1$-weak ergodicity of‎ ‎nonhomogeneous continuous-time Markov processes with general state‎ ‎spaces‎. ‎We provide a necessary and sufficient condition for such‎ ‎processes to satisfy the $L_1$-weak ergodicity‎. ‎Moreover‎, ‎we apply‎ ‎the obtained results to establish $L_1$-weak ergodicity of quadratic‎ ‎stochastic processes‎.

متن کامل

Stability of Dirichlet Heat Kernel Estimates for Non-local Operators under Feynman-kac Perturbation

Abstract. In this paper we show that Dirichlet heat kernel estimates for a class of (not necessarily symmetric) Markov processes are stable under nonlocal Feynman-Kac perturbations. This class of processes includes, among others, (reflected) symmetric stable-like processes in closed d-sets in Rd, killed symmetric stable processes, censored stable processes in C1,1 open sets, as well as stable p...

متن کامل

Perturbations of the Symmetric Exclusion Process

One of the fundamental issues concerning particle systems is classifying the invariant measures I and giving properties of those measures for different processes. For the exclusion process with symmetric kernel p(x, y) = p(y, x), I has been completely studied. This paper gives results concerning I for exclusion processes where p(x, y) = p(y, x) except for finitely many x, y ∈ S and p(x, y) corr...

متن کامل

Absolute Continuity of Symmetric Markov Processes

We study Girsanov’s theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of “gradient type”. We investigate the most general Girsanov transformation leading to another symmetric Markov process. This investigation requires an extension of the forward-backward martingale method of Lyons-Zheng, to cover the cas...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008