Feynman-kac penalisations of symmetric stable processes

Masayoshi Takeda

doi:10.1214/ECP.v15-1524

Feynman-kac penalisations of symmetric stable processes

Masayoshi Takeda

SCI - Mathematics

Research output: Contribution to journal › Article › peer-review

6 Citations (Scopus)

Abstract

In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric α-stable process normalized by negative (killing) Feynman-Kac functionals were studied. We consider the same problem and extend their results to positive Feynman-Kac functionals of multi-dimensional symmetric α-stable processes.

Original language	English
Pages (from-to)	32-43
Number of pages	12
Journal	Electronic Communications in Probability
Volume	15
DOIs	https://doi.org/10.1214/ECP.v15-1524
Publication status	Published - 2010 Jan 1

Keywords

Feynman-Kac functional
Kato measure
Penalisation
Symmetric stable process

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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abstract = "In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric α-stable process normalized by negative (killing) Feynman-Kac functionals were studied. We consider the same problem and extend their results to positive Feynman-Kac functionals of multi-dimensional symmetric α-stable processes.",

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KW - Kato measure

KW - Penalisation

KW - Symmetric stable process

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