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 |
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Pages (from-to) | 32-43 |
Number of pages | 12 |
Journal | Electronic Communications in Probability |
Volume | 15 |
DOIs | |
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