Título: Feynman-Kac Penalisations of Symmetric Stable Processes
Autores: Takeda, Masayoshi; Tohoku University, Mathematical Institute
Fecha: 2010-01-01
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article

Tema: symmetric stable process; Feynman-Kac functional; penalisation; Kato measure
60J45; 60J40; 35J10
Descripción: 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.
Idioma: No aplica

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