Article

Journal of Theoretical Probability

, Volume 2, Issue 4, pp 487-501

Time changes of symmetric Markov processes and a Feynman-Kac formula

  • P. J. FitzsimmonsAffiliated withDepartment of Mathematics, C-012, University of California, San Diego

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Abstract

We prove a Feynman-Kac formula in the context of symmetric Markov processes and Dirichlet spaces. This result is used to characterize the Dirichlet space of the time change of an arbitrary symmetric Markov process, completing work of Silverstein and Fukushima.

Key Words

Dirichlet space time change Feynman-Kac formula symmetric process