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