ON GENERALIZED FEYNMAN-KAC TRANSFORMATION FOR MARKOV PROCESSES ASSOCIATED WITH SEMI-DIRICHLET FORMS  

作　　者：韩新方 马丽 

机构地区：[1]Department of Mathematics and Statistics,Hainan Normal University

出　　处：《Acta Mathematica Scientia》2016年第6期1683-1698,共16页数学物理学报（B辑英文版）

基　　金：supported by NSFC(11201102,11326169,11361021);Natural Science Foundation of Hainan Province(112002,113007)

摘　　要：Suppose that X is a right process which is associated with a semi-Dirichlet form （ε, D（ε）） on L2（E; m）. Let J be the jumping measure of （ε, D（ε）） satisfying J（E x E- d） 〈 ∞. Let u E D（ε）b ：= D（ε） N L（E; m）, we have the following Pukushima＇s decomposition u（Xt）-u（X0） --- Mut ＋ Nut. Define Pu f（x） = Ex[eNT f（Xt）]. Let Qu（f,g） = ε（f,g）＋ε（u, fg） for f, g E D（ε）b. In the first part, under some assumptions we show that （Qu, D（ε）b） is lower semi-bounded if and only if there exists a constant a0 〉 0 such that /Put/2 ≤eaot for every t 〉 0. If one of these assertions holds, then （Put〉0is strongly continuous on L2（E;m）. If X is equipped with a differential structure, then under some other assumptions, these conclusions remain valid without assuming J（E x E - d） 〈 ∞. Some examples are also given in this part. Let At be a local continuous additive functional with zero quadratic variation. In the second part, we get the representation of At and give two sufficient conditions for PAf（x） = Ex[eAtf（Xt）] to be strongly continuous.Suppose that X is a right process which is associated with a semi-Dirichlet form （ε, D（ε）） on L2（E; m）. Let J be the jumping measure of （ε, D（ε）） satisfying J（E x E- d） 〈 ∞. Let u E D（ε）b ：= D（ε） N L（E; m）, we have the following Pukushima＇s decomposition u（Xt）-u（X0） --- Mut ＋ Nut. Define Pu f（x） = Ex[eNT f（Xt）]. Let Qu（f,g） = ε（f,g）＋ε（u, fg） for f, g E D（ε）b. In the first part, under some assumptions we show that （Qu, D（ε）b） is lower semi-bounded if and only if there exists a constant a0 〉 0 such that /Put/2 ≤eaot for every t 〉 0. If one of these assertions holds, then （Put〉0is strongly continuous on L2（E;m）. If X is equipped with a differential structure, then under some other assumptions, these conclusions remain valid without assuming J（E x E - d） 〈 ∞. Some examples are also given in this part. Let At be a local continuous additive functional with zero quadratic variation. In the second part, we get the representation of At and give two sufficient conditions for PAf（x） = Ex[eAtf（Xt）] to be strongly continuous.

关 键 词：semi-Dirichlet form generalized Feynman-Kac semigroup strong continuity lower semi-bounded representation of local continuous additive functionalwith zero quadratic variation 

分 类 号：O211.62[理学—概率论与数理统计] O174.22[理学—数学]