TY - JOUR
T1 - Feynman–Kac penalizations of rotationally symmetric α-stable processes
AU - Li, Yunke
AU - Takeda, Masayoshi
N1 - Funding Information:
Supported in part by Grant-in-Aid for Scientific Research (No.18H01121(B)), Japan Society for the Promotion of Science.
Publisher Copyright:
© 2019 Elsevier B.V.
PY - 2019/5
Y1 - 2019/5
N2 - 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.
AB - 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.
KW - Feynman–Kac functional
KW - Fukushima's ergodic theorem
KW - Intrinsic ultracontractivity
KW - Penalization
KW - Symmetric stable process
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U2 - 10.1016/j.spl.2019.01.006
DO - 10.1016/j.spl.2019.01.006
M3 - Article
AN - SCOPUS:85060256691
VL - 148
SP - 82
EP - 87
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
ER -