Feynman-kac penalisations of symmetric stable processes

Masayoshi Takeda

doi:10.1214/ECP.v15-1524

Feynman-kac penalisations of symmetric stable processes

Masayoshi Takeda

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
Externally published	Yes

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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10.1214/ECP.v15-1524

Cite this

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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.",

keywords = "Feynman-Kac functional, Kato measure, Penalisation, Symmetric stable process",

author = "Masayoshi Takeda",

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AB - 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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JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

SN - 1083-589X

ER -

Feynman-kac penalisations of symmetric stable processes

Abstract

Keywords

ASJC Scopus subject areas

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