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Feynman-Kac Formula for Left Continuous Additive Functionals and Extended Kato Class Measures

Authors :
Lucian Beznea
Nicu Boboc
Source :
Potential Analysis. 30:139-164
Publication Year :
2008
Publisher :
Springer Science and Business Media LLC, 2008.

Abstract

The perturbation of the generator of a Borel right process by a signed measure is investigated, using probabilistic and analytic potential theoretical methods. We establish a Feynman-Kac formula associated with measures charging no polar set and belonging to an extended Kato class. A main tool of this approach is the validity of a Khas’minskii Lemma for Stieltjes exponentials of positive left continuous additive functionals.

Details

ISSN :
1572929X and 09262601
Volume :
30
Database :
OpenAIRE
Journal :
Potential Analysis
Accession number :
edsair.doi...........c58f910d873e15e2f0531129a30e9e80
Full Text :
https://doi.org/10.1007/s11118-008-9109-1