Journal of Theoretical Probability

, Volume 2, Issue 4, pp 487–501

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

  • P. J. Fitzsimmons
Article

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 

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Copyright information

© Plenum Publishing Corporation 1989

Authors and Affiliations

  • P. J. Fitzsimmons
    • 1
  1. 1.Department of Mathematics, C-012University of California, San DiegoLa Jolla

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