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Journal of Theoretical Probability

, Volume 25, Issue 3, pp 733–755 | Cite as

On the Generalized Feynman–Kac Transformation for Nearly Symmetric Markov Processes

  • Li Ma
  • Wei Sun
Article

Abstract

Suppose that X is a right process which is associated with a non-symmetric Dirichlet form \((\mathcal{E},D(\mathcal{E}))\) on L 2(E;m). For \(u\in D(\mathcal{E})\), we have Fukushima’s decomposition: \(\tilde{u}(X_{t})-\tilde{u}(X_{0})=M^{u}_{t}+N^{u}_{t}\). In this paper, we investigate the strong continuity of the generalized Feynman–Kac semigroup defined by \(P^{u}_{t}f(x)=E_{x}[e^{N^{u}_{t}}f(X_{t})]\). Let \(Q^{u}(f,g)=\mathcal{E}(f,g)+\mathcal{E}(u,fg)\) for \(f,g\in D(\mathcal{E})_{b}\). Denote by J 1 the dissymmetric part of the jumping measure J of \((\mathcal{E},D(\mathcal{E}))\). Under the assumption that J 1 is finite, we show that \((Q^{u},D(\mathcal{E})_{b})\) is lower semi-bounded if and only if there exists a constant α 0≥0 such that \(\|P^{u}_{t}\|_{2}\leq e^{\alpha_{0}t}\) for every t>0. If one of these conditions holds, then \((P^{u}_{t})_{t\geq0}\) is strongly continuous on L 2(E;m). If X is equipped with a differential structure, then this result also holds without assuming that J 1 is finite.

Keywords

Non-symmetric Dirichlet form Generalized Feynman–Kac semigroup Strong continuity Lower semi-bounded Beurling–Deny formula LeJan’s transformation rule 

Mathematics Subject Classification (2000)

31C25 60J57 

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsConcordia UniversityMontrealCanada

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