Feynman–Kac penalizations of rotationally symmetric α-stable processes

Yunke Li and Masayoshi Takeda

Statistics & Probability Letters, 2019, vol. 148, issue C, 82-87

Abstract: In Yano et al. (2009), limit theorems (so called, Feynman–Kac penalizations) for the one-dimensional recurrent symmetric α-stable process weighted and normalized by negative (killing) Feynman–Kac functionals with small potential are studied. In this paper, we deal with the same problem for negative potentials diverging at infinity.

Keywords: Symmetric stable process; Feynman–Kac functional; Penalization; Fukushima’s ergodic theorem; Intrinsic ultracontractivity (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.006

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