scholarly journals Large deviation for additive functionals of symmetric Markov processes

2020 ◽  
Vol 373 (4) ◽  
pp. 2981-3005
Author(s):  
Zhen-Qing Chen ◽  
Kaneharu Tsuchida
2011 ◽  
Vol 11 (01) ◽  
pp. 157-181 ◽  
Author(s):  
KANEHARU TSUCHIDA

We prove the large deviation principle for continuous additive functionals under certain assumptions. The underlying symmetric Markov processes include Brownian motion and symmetric and relativistic α-stable processes.


2015 ◽  
Vol 220 ◽  
pp. 91-148
Author(s):  
K. Kuwae

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.


Author(s):  
Zhen-Qing Chen ◽  
Masatoshi Fukushima

This chapter is devoted to the study of additive functionals of symmetric Markov processes under the same setting as in the preceding chapter, namely, that E is a locally compact separable metric space, B(E) is the family of all Borel sets of E, and m is a positive Radon measure on E with supp[m] = E, and this chapter considers an m-symmetric Hunt process X = (Ω‎,M,Xₜ,ζ‎,Pₓ) on (E,B(E)) whose Dirichlet form (E,F) on L²(E; m) is regular on L²(E; m). The transition function and the resolvent of X are denoted by {Pₜ; t ≥ 0}, {R α‎, α‎ > 0}, respectively. B*(E) will denote the family of all universally measurable subsets of E. Any numerical function f defined on E will be always extended to E ∂ by setting f(∂) = 0.


2015 ◽  
Vol 220 ◽  
pp. 91-148 ◽  
Author(s):  
K. Kuwae

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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