AbstractLet X be a symmetric right process, and let Z={Zt,t⩾0} be a multiplicative functional of X that is the product of a Girsanov transform, a Girsanov transform under time-reversal and a continuous Feynman–Kac transform. In this paper we derive necessary and sufficient conditions for the strong L2-continuity of the semigroup {Tt,t⩾0} given by Ttf(x)=Ex[Ztf(Xt)], expressed in terms of the quadratic form obtained by perturbing the Dirichlet form of X in the appropriate way. The transformations induced by such Z include all those treated previously in the literature, such as Girsanov transforms, continuous and discontinuous Feynman–Kac transforms, and generalized Feynman–Kac transforms
AbstractA C∗-algebra A, a closed ideal I, and the generator Δ of a Markov semigroup of completely po...
AbstractWe construct a stochastic calculus with respect to the local time process of a symmetric Lév...
AbstractThis paper consists of three parts. In Part I, we obtain results on the integrability of fun...
AbstractLet X be a symmetric right process, and let Z={Zt,t⩾0} be a multiplicative functional of X t...
Let X be a symmetric right process, and let Z = {Zt, t ≥ 0} be a multiplicative functional of X that...
ABSTRACT. – Studied in this paper is the transformation of an arbitrary symmetric Markov process X b...
AbstractLet X be a symmetric strong Markov process on a Luzin space. In this paper, we present crite...
AbstractLet (E,D(E)) be a strongly local, quasi-regular symmetric Dirichlet form on L2(E;m) and ((Xt...
In this thesis, we discuss three topics on Dirichlet forms and non-symmetric Markov processes. F...
AbstractThis paper is a continuation of “Diffusions conditionelles, I.” If (xt, zt) is a two-compone...
AbstractLet X(t) be a right-continuous Markov process with state space E whose expectation semigroup...
Our main results are extensions of the classical stochastic calculus. For a Markov process (X_t) , t...
AbstractThis paper gives innovation of an infinite-dimensional isometric Markov stationary process. ...
By using only analytic tools we prove the positivity of the transitionsemigroup associated formally ...
AbstractLet μ be an invariant measure for the transition semigroup (Pt) of the Markov family defined...
AbstractA C∗-algebra A, a closed ideal I, and the generator Δ of a Markov semigroup of completely po...
AbstractWe construct a stochastic calculus with respect to the local time process of a symmetric Lév...
AbstractThis paper consists of three parts. In Part I, we obtain results on the integrability of fun...
AbstractLet X be a symmetric right process, and let Z={Zt,t⩾0} be a multiplicative functional of X t...
Let X be a symmetric right process, and let Z = {Zt, t ≥ 0} be a multiplicative functional of X that...
ABSTRACT. – Studied in this paper is the transformation of an arbitrary symmetric Markov process X b...
AbstractLet X be a symmetric strong Markov process on a Luzin space. In this paper, we present crite...
AbstractLet (E,D(E)) be a strongly local, quasi-regular symmetric Dirichlet form on L2(E;m) and ((Xt...
In this thesis, we discuss three topics on Dirichlet forms and non-symmetric Markov processes. F...
AbstractThis paper is a continuation of “Diffusions conditionelles, I.” If (xt, zt) is a two-compone...
AbstractLet X(t) be a right-continuous Markov process with state space E whose expectation semigroup...
Our main results are extensions of the classical stochastic calculus. For a Markov process (X_t) , t...
AbstractThis paper gives innovation of an infinite-dimensional isometric Markov stationary process. ...
By using only analytic tools we prove the positivity of the transitionsemigroup associated formally ...
AbstractLet μ be an invariant measure for the transition semigroup (Pt) of the Markov family defined...
AbstractA C∗-algebra A, a closed ideal I, and the generator Δ of a Markov semigroup of completely po...
AbstractWe construct a stochastic calculus with respect to the local time process of a symmetric Lév...
AbstractThis paper consists of three parts. In Part I, we obtain results on the integrability of fun...