scholarly journals deviation bounds for additive functionals of markov processes

2007 ◽  
Vol 12 ◽  
pp. 12-29 ◽  
Author(s):  
Patrick Cattiaux ◽  
Arnaud Guillin
Keyword(s):  
Markov Processes ◽  
Additive Functionals

Some zero-one laws for additive functionals of Markov processes

1994 ◽  
Vol 100 (4) ◽  
pp. 407-416 ◽  
Author(s):  
Rainer H�hnle ◽  
Karl-Theodor Sturm
Keyword(s):  
Markov Processes ◽  
Additive Functionals

scholarly journals On exponentials of additive functionals of Markov processes

2000 ◽  
Vol 85 (1) ◽  
pp. 45-60 ◽  
Author(s):  
W. Stummer ◽  
K.-Th. Sturm
Keyword(s):  
Markov Processes ◽  
Additive Functionals

scholarly journals On a class of additive functionals of Markov processes

1965 ◽  
Vol 4 (3) ◽  
pp. 429-469 ◽  
Author(s):  
Minoru Motoo ◽  
Shinzo Watanabe
Keyword(s):  
Markov Processes ◽  
Additive Functionals

scholarly journals Additive functionals of Markov processes in duality

1964 ◽  
Vol 112 (1) ◽  
pp. 131-131 ◽  
Author(s):  
R. M. Blumenthal ◽  
R. K. Getoor
Keyword(s):  
Markov Processes ◽  
Additive Functionals

scholarly journals Stochastic calculus over symmetric Markov processes with time reversal

2015 ◽  
Vol 220 ◽  
pp. 91-148
Author(s):  
K. Kuwae
Keyword(s):  
Markov Processes ◽  
Time Reversal ◽  
Harmonic Functions ◽  
Stochastic Calculus ◽  
Additive Functional ◽  
Zero Energy ◽  
Additive Functionals ◽  
Stochastic Characterization ◽  
Symmetric Markov Processes

AbstractWe develop stochastic calculus for symmetric Markov processes in terms of time reversal operators. For this, we introduce the notion of the progressively additive functional in the strong sense with time-reversible defining sets. Most additive functionals can be regarded as such functionals. We obtain a refined formula between stochastic integrals by martingale additive functionals and those by Nakao's divergence-like continuous additive functionals of zero energy. As an application, we give a stochastic characterization of harmonic functions on a domain with respect to the infinitesimal generator of semigroup on L2-space obtained by lower-order perturbations.

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