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Large time asymptotics of Feynman–Kac functionals for symmetric stable processes
Author(s) -
Takeda Masayoshi,
Wada Masaki
Publication year - 2016
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.201500136
Subject(s) - mathematics , feynman diagram , measure (data warehouse) , kernel (algebra) , markov process , generator (circuit theory) , pure mathematics , markov chain , feynman integral , mathematical physics , mathematical analysis , statistics , quantum mechanics , power (physics) , physics , database , computer science
Let μ be a positive Kato measure on R d associated with the Green kernel of the transient symmetric α‐stable process, the Markov process with generator( − Δ ) α / 2( d > α ). Let A t μ be the positive continuous additive functional in the Revuz correspondence with μ. If, in addition, μ is of compact support, we give exact large time asymptotics of the expectation of the Feynman–Kac functional, exp ( A t μ ) .

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