Dynkin’s isomorphism without symmetry
نویسنده
چکیده
The purpose of this note is to extend Dynkin’s isomorphim involving functionals of the occupation field of a symmetric Markov processes and of the associated Gaussian field to a suitable class of non symmetric Markov processes. This was briefly proposed in [5] using Grassmann variables, extending to the non symmetric case some results of [4]. Here we propose an alternative approach, not relying on Grassmann variables that can be applied to the study of local times, in the spirit of [6]. It works in general on a finite space and on an infinite space under some assumption on the skew symmetric part of the generator which is checked on two examples.
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