Feynman–Kac penalizations of rotationally symmetric α-stable processes

Yunke Li, Masayoshi Takeda

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)82-87
Number of pages6
JournalStatistics and Probability Letters
Volume148
DOIs
Publication statusPublished - 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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