Abstract
Takeda ([30]) solved the Feynman-Kac penalization problem for positive continuous additive functionals. We extend his result to additive functionals with jumps. We further give concrete examples of jumping functions.
Citation
Masakuni MATSUURA. "Feynman-Kac penalization problem for additive functionals with jumping functions." J. Math. Soc. Japan 66 (1) 223 - 245, January, 2014. https://doi.org/10.2969/jmsj/06610223
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