Abstract We present a path-space integral representation of the semigroup associated with the quadratic form obtained by a lower-order perturbation of the L 2 -infinitesimal generator L of a general symmetric Markov process. An illuminating concrete example for Crucial to the development is the use of an extension of Nakao's stochastic integral for zero-energy additive functionals and the associated Itô formula, both of which were recently developed i
AbstractWe investigate Markov chains that are characterized by properties of their Markov semigroup....
Dirichlet Forms and Symmetric Markov Processes (De Gruyter Studies in Mathematics)
We consider a second order semi-elliptic differential operator L with measurable coefficients, in di...
We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integr...
Let X be a symmetric right process, and let Z = {Zt, t ≥ 0} be a multiplicative functional of X that...
AbstractLet X be a symmetric right process, and let Z={Zt,t⩾0} be a multiplicative functional of X t...
AbstractLet Xt be a homogeneous Markov process generated by the weak infinitesimal operator A. Let H...
ABSTRACT. – Studied in this paper is the transformation of an arbitrary symmetric Markov process X b...
AbstractWe deal with convolution semigroups (not necessarily symmetric) in Lp(RN) and provide a gene...
A careful and accessible exposition of functional analytic methods in stochastic analysis is provide...
The goal of this chapter is to develop Wiener's path integral formulation of stochastic processes, w...
AbstractWe extend the Ruzhansky–Turunen theory of pseudo-differential operators on compact Lie group...
A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes...
We prove Itô's formula for the flow of measures associated with a jump process defined by a drift, a...
International audienceLet (X,d) be a locally compact separable ultra-metric space. Given a reference...
AbstractWe investigate Markov chains that are characterized by properties of their Markov semigroup....
Dirichlet Forms and Symmetric Markov Processes (De Gruyter Studies in Mathematics)
We consider a second order semi-elliptic differential operator L with measurable coefficients, in di...
We review and extend the formalism introduced by Peliti, that maps a Markov process to a path-integr...
Let X be a symmetric right process, and let Z = {Zt, t ≥ 0} be a multiplicative functional of X that...
AbstractLet X be a symmetric right process, and let Z={Zt,t⩾0} be a multiplicative functional of X t...
AbstractLet Xt be a homogeneous Markov process generated by the weak infinitesimal operator A. Let H...
ABSTRACT. – Studied in this paper is the transformation of an arbitrary symmetric Markov process X b...
AbstractWe deal with convolution semigroups (not necessarily symmetric) in Lp(RN) and provide a gene...
A careful and accessible exposition of functional analytic methods in stochastic analysis is provide...
The goal of this chapter is to develop Wiener's path integral formulation of stochastic processes, w...
AbstractWe extend the Ruzhansky–Turunen theory of pseudo-differential operators on compact Lie group...
A pathwise approach to stochastic integral equations is advocated. Linear extended Riemann-Stieltjes...
We prove Itô's formula for the flow of measures associated with a jump process defined by a drift, a...
International audienceLet (X,d) be a locally compact separable ultra-metric space. Given a reference...
AbstractWe investigate Markov chains that are characterized by properties of their Markov semigroup....
Dirichlet Forms and Symmetric Markov Processes (De Gruyter Studies in Mathematics)
We consider a second order semi-elliptic differential operator L with measurable coefficients, in di...