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

Abstract

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.

Citation

Download Citation

Masayoshi Takeda. "Feynman-Kac Penalisations of Symmetric Stable Processes." Electron. Commun. Probab. 15 32 - 43, 2010. https://doi.org/10.1214/ECP.v15-1524

Information

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

Subjects:
Primary: 60J45
Secondary: 35J10, 60J40

JOURNAL ARTICLE
12 PAGES


SHARE
Back to Top