Feynman–Kac penalizations of rotationally symmetric α-stable processes

Yunke Li; Masayoshi Takeda

doi:10.1016/j.spl.2019.01.006

Feynman–Kac penalizations of rotationally symmetric α-stable processes

Yunke Li, Masayoshi Takeda

SCI - Mathematics

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

Abstract

In Yano et al. (2009), limit theorems (so called, Feynman–Kac penalizations) for the one-dimensional recurrent symmetric α-stable process weighted and normalized by negative (killing) Feynman–Kac functionals with small potential are studied. In this paper, we deal with the same problem for negative potentials diverging at infinity.

Original language	English
Pages (from-to)	82-87
Number of pages	6
Journal	Statistics and Probability Letters
Volume	148
DOIs	https://doi.org/10.1016/j.spl.2019.01.006
Publication status	Published - 2019 May

Keywords

Feynman–Kac functional
Fukushima's ergodic theorem
Intrinsic ultracontractivity
Penalization
Symmetric stable process

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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abstract = "In Yano et al. (2009), limit theorems (so called, Feynman–Kac penalizations) for the one-dimensional recurrent symmetric α-stable process weighted and normalized by negative (killing) Feynman–Kac functionals with small potential are studied. In this paper, we deal with the same problem for negative potentials diverging at infinity.",

keywords = "Feynman–Kac functional, Fukushima's ergodic theorem, Intrinsic ultracontractivity, Penalization, Symmetric stable process",

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KW - Fukushima's ergodic theorem

KW - Intrinsic ultracontractivity

KW - Penalization

KW - Symmetric stable process

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