Ma, Li (2011) Generalized FeynmanKac Transformation and Fukashima's Decomposition for Nearly Symmetric Markov Processes. PhD thesis, Concordia University.

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901kBMa_PhD_F2011.pdf  Accepted Version 
Abstract
In this thesis, we study some problems about nearly symmetric Markov processes,which are associated with nonsymmetric Dirichlet forms or semiDirichlet forms. For a Markov process (Xt, Px) associated with a nonsymmetric Dirichlet form (E,D(E)) on L2(E;m), we study the strong continuity of the generalized Feynman Kac semigroup (Pu
t )t≥0, which is defined by Pu t f(x) := Ex[eNu t f(Xt)], f ≥ 0 and t ≥ 0.Here u ∈ D(E), Nu t is the continuous additive functional of zero energy in the Fukushima’s decomposition. We give two sufficient conditions for (Pu
t )t≥0 to be strongly continuous.The first sufficient condition is that there exists a constant α0 ≥ 0 such that for any f ∈ D(E)b, Qu(f, f) ≥ −α0(f, f)m, where (Qu,D(E)b) is defined by Qu(f, g) := E(f, g) + E(u, fg), f,g∈ D(E)b := D(E) ∩ L∞(E;m). The second sufficient condition is that there exists a constant α0 ≥ 0 such that �Pu
t �2 ≤ eα0t, ∀t > 0. For a Markov process associated with a semiDirichlet form, we establish Fukushima’s
decomposition and give a transformation formula for local martingale additive functionals.
Divisions:  Concordia University > Faculty of Arts and Science > Mathematics and Statistics 

Item Type:  Thesis (PhD) 
Authors:  Ma, Li 
Institution:  Concordia University 
Degree Name:  Ph. D. 
Program:  Mathematics 
Date:  29 June 2011 
Thesis Supervisor(s):  Sun, Wei 
Keywords:  Dirichlet forms, strong continuous, generalized FeynmanKac semigroup, semiDirichlet forms, Fukushima's decomposition, local martingale additive functionals, zero energy, transformation formula. 
ID Code:  7696 
Deposited By:  LI MA 
Deposited On:  22 Nov 2011 13:44 
Last Modified:  18 Jan 2018 17:31 
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