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2010 Feynman-Kac Penalisations of Symmetric Stable Processes
Masayoshi Takeda
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Electron. Commun. Probab. 15: 32-43 (2010). DOI: 10.1214/ECP.v15-1524


In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric $\alpha$-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 $\alpha$-stable processes.


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Masayoshi Takeda. "Feynman-Kac Penalisations of Symmetric Stable Processes." Electron. Commun. Probab. 15 32 - 43, 2010.


Accepted: 10 February 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1193.60096
MathSciNet: MR2591632
Digital Object Identifier: 10.1214/ECP.v15-1524

Primary: 60J45
Secondary: 35J10 , 60J40

Keywords: Feynman-Kac functional , Kato measure , Penalisation , Symmetric stable process

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