Nonautonomous Kato Classes of Measures and Feynman-kac Propagators

نویسنده

  • ARCHIL GULISASHVILI
چکیده

The behavior of the Feynman-Kac propagator corresponding to a time-dependent measure on Rn is studied. We prove the boundedness of the propagator in various function spaces on Rn, and obtain a uniqueness theorem for an exponentially bounded distributional solution to a nonautonomous heat equation.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Feynman-kac Penalisations of Symmetric Stable Pro- Cesses

In [9], [10], B. Roynette, P. Vallois and M. Yor have studied limit theorems for Wiener processes normalized by some weight processes. In [16], K. Yano, Y. Yano and M. Yor studied the limit theorems for the one-dimensional symmetric stable process normalized by non-negative functions of the local times or by negative (killing) Feynman-Kac functionals. They call the limit theorems for Markov pro...

متن کامل

Lp ESTIMATES FOR FEYNMAN-KAC PROPAGATORS WITH TIME-DEPENDENT REFERENCE MEASURES

Abstract. We introduce a class of time-inhomogeneous transition operators of Feynman-Kac type that can be considered as a generalization of symmetric Markov semigroups to the case of a time-dependent reference measure. Applying weighted Poincaré and logarithmic Sobolev inequalities, we derive L → L and L → L estimates for the transition operators. Since the operators are not Markovian, the esti...

متن کامل

Analytic Properties of Fractional Schrödinger Semigroups and Gibbs Measures for Symmetric Stable Processes

We establish a Feynman-Kac-type formula to define fractional Schrödinger operators for (fractional) Kato-class potentials as self-adjoint operators. In this functional integral representation symmetric α-stable processes appear instead of Brownian motion. We derive asymptotic decay estimates on the ground state for potentials growing at infinity. We prove intrinsic ultracontractivity of the Fey...

متن کامل

Non-symmetric Perturbations of Symmetric Dirichlet Forms

We provide a path-space integral representation of the semigroup associated with the quadratic form obtained by lower order perturbation of a symmetric local Dirichlet form. The representation is a combination of Feynman-Kac and Girsanov formulas, and extends previously known results in the framework of symmetric diffusion processes through the use of the Hardy class of smooth measures, which c...

متن کامل

A non asymptotic variance theorem for unnormalized Feynman-Kac particle models

We present a non asymptotic theorem for interacting particle approximations of unnormalized Feynman-Kac models. We provide an original stochastic analysis based on Feynman-Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the L2relative error of these weigh...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005