Bivariate Revuz measures and the Feynman-Kac formula

Jiangang Ying

Annales de l'I.H.P. Probabilités et statistiques (1996)

  • Volume: 32, Issue: 2, page 251-287
  • ISSN: 0246-0203

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Ying, Jiangang. "Bivariate Revuz measures and the Feynman-Kac formula." Annales de l'I.H.P. Probabilités et statistiques 32.2 (1996): 251-287. <http://eudml.org/doc/77535>.

@article{Ying1996,
author = {Ying, Jiangang},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {additive and multiplicative functionals of a right Markov process; Revuz measures; Feynman-Kac formula; Dirichlet forms},
language = {eng},
number = {2},
pages = {251-287},
publisher = {Gauthier-Villars},
title = {Bivariate Revuz measures and the Feynman-Kac formula},
url = {http://eudml.org/doc/77535},
volume = {32},
year = {1996},
}

TY - JOUR
AU - Ying, Jiangang
TI - Bivariate Revuz measures and the Feynman-Kac formula
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1996
PB - Gauthier-Villars
VL - 32
IS - 2
SP - 251
EP - 287
LA - eng
KW - additive and multiplicative functionals of a right Markov process; Revuz measures; Feynman-Kac formula; Dirichlet forms
UR - http://eudml.org/doc/77535
ER -

References

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  5. [FG1] P.J. Fitzsimmons and R.K. Getoor, Some formulas for the energy functional of a Markov process, SSP1988, 1989, pp. 161-182. Zbl0669.60071MR990479
  6. [FG2] P.J. Fitzsimmons and R.K. Getoor, Revuz measures and time changes, Math. Zeit., Vol. 199, 1988, pp. 233-256. Zbl0631.60070MR958650
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  10. [GS] R.K. Getoor and M.J. Sharpe, Naturality, standardness and weak duality for Markov processes, Z.W., Vol. 67, 1984, pp. 1-62. Zbl0553.60070MR756804
  11. [Mi1] J.B. Mitro, Dual Markov processes: Construction of a useful auxiliary process, Z.W., Vol. 47, 1979, pp. 139-156. Zbl0406.60067MR523166
  12. [Mi2] J.B. Mitro, Dual Markov processes: Applications of a useful auxiliary process, Z.W., Vol. 48, 1979, pp. 97-114. Zbl0406.60068MR533009
  13. [MR] Z. Ma and M. Röchner, Introduction to the Theory of (Non-symmetric) Dirichlet Forms, Springer-VerlagBerlinHeidelburger, 1992. Zbl0826.31001
  14. [Sh] M.J. Sharpe, General Theory of Markov Processes, Academic Press, 1988. Zbl0649.60079MR958914
  15. [Sh1] M.J. Sharpe, Exact multiplicative functionals in duality, Indiana Univ. Math. Journal, Vol. 21, 1971, No. 1, pp. 27-60. Zbl0211.20704MR436340
  16. [Sh2] M.J. Sharpe, Discontinuous additive functionals of dual processes, Z.W., Vol. 21, 1972, pp. 81-95. Zbl0213.19404MR305491
  17. [Si1] M.L. Silverstein, The sector condition implies that semipolar sets are quasi-polar, Z.W., Vol. 41, 1977, pp. 13-33. Zbl0379.60075MR467934
  18. [Si2] M.L. Silverstein, Application of the sector condition to the classification of sub-Markovian Semigroups, Tran. Amer. Math. Soc., Vol. 244, 1978, pp. 103-146. Zbl0403.60066MR506612
  19. [Wa] J.B. Walsh, Markov processes and their functionals in duality, Z.W., Vol. 24, 1972, pp. 229-246. Zbl0248.60054MR329056
  20. [Yi1] J. Ying, Revuz measures and related formulas on energy functional and capacity, to appear on Potential Analysis, 1993. Zbl0904.60060MR1608658
  21. [Yi2] J. Ying, The Feynman-Kac formula for Dirichlet forms, to appear on the proceedings of ICDFSP, Beijing, 1993. Zbl0843.31006MR1366454
  22. [Yi3] J. Ying, Revuz measures and the Feynman-Kac formula, Ph. D. dissertation, UCSD, 1993. Current address: Department of Mathematics, Zhejiang University, Hangzhou 310027, China. 

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