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Feynman-Kac Formula for Left Continuous Additive Functionals and Extended Kato Class Measures

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Abstract

The perturbation of the generator of a Borel right process by a signed measure is investigated, using probabilistic and analytic potential theoretical methods. We establish a Feynman-Kac formula associated with measures charging no polar set and belonging to an extended Kato class. A main tool of this approach is the validity of a Khas’minskii Lemma for Stieltjes exponentials of positive left continuous additive functionals.

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Authors and Affiliations

  1. Institute of Mathematics “Simion Stoilow” of the Romanian Academy, P.O. Box 1-764, 014700, Bucharest, Romania

    Lucian Beznea

  2. University of Pitesti, Pitesti, Romania

    Lucian Beznea & Nicu Boboc

Authors
  1. Lucian Beznea
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  2. Nicu Boboc
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Correspondence to Lucian Beznea.

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Beznea, L., Boboc, N. Feynman-Kac Formula for Left Continuous Additive Functionals and Extended Kato Class Measures. Potential Anal 30, 139–164 (2009). https://doi.org/10.1007/s11118-008-9109-1

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  • DOI: https://doi.org/10.1007/s11118-008-9109-1

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