TY - JOUR
T1 - Large time asymptotics of Feynman–Kac functionals for symmetric stable processes
AU - Takeda, Masayoshi
AU - Wada, Masaki
N1 - Funding Information:
The research of M. Takeda was partially supported by Grant-in-Aid for Scientific Research (No. 26247008(A)), Japan Society for the Promotion of Science. The authors would like to thank the two anonymous referees for their many helpful suggestions on this paper.
Publisher Copyright:
© 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
PY - 2016/11/1
Y1 - 2016/11/1
N2 - Let μ be a positive Kato measure on ℝd associated with the Green kernel of the transient symmetric α-stable process, the Markov process with generator (-∆)α/2 (d >α). Let Atμ be the positive continuous additive functional in the Revuz correspondence with μ. If, in addition, μ is of compact support, we give exact large time asymptotics of the expectation of the Feynman–Kac functional, (Atμ).
AB - Let μ be a positive Kato measure on ℝd associated with the Green kernel of the transient symmetric α-stable process, the Markov process with generator (-∆)α/2 (d >α). Let Atμ be the positive continuous additive functional in the Revuz correspondence with μ. If, in addition, μ is of compact support, we give exact large time asymptotics of the expectation of the Feynman–Kac functional, (Atμ).
KW - 31C25
KW - 60G52
KW - 60J45
KW - Feynman–Kac function
KW - Symmetric stable process
KW - time-change process
UR - http://www.scopus.com/inward/record.url?scp=84995598576&partnerID=8YFLogxK
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U2 - 10.1002/mana.201500136
DO - 10.1002/mana.201500136
M3 - Article
AN - SCOPUS:84995598576
SN - 0025-584X
VL - 289
SP - 2069
EP - 2082
JO - Mathematische Nachrichten
JF - Mathematische Nachrichten
IS - 16
ER -