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Feynman-Kac Penalisations of Symmetric Stable Processes


 
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1. Title Title of document Feynman-Kac Penalisations of Symmetric Stable Processes
 
2. Creator Author's name, affiliation, country Masayoshi Takeda; Tohoku University, Mathematical Institute
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) symmetric stable process; Feynman-Kac functional; penalisation; Kato measure
 
3. Subject Subject classification 60J45; 60J40; 35J10
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Japan Society for the Promotion of Science
 
7. Date (YYYY-MM-DD) 2010-02-10
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1524
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1524
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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