×

zbMATH — the first resource for mathematics

Feynman-Kac penalisations of symmetric stable processes. (English) Zbl 1193.60096
Summary: In K. Yano, Y. Yano and M. Yor [J. Math. Soc. Japan 61, No. 3, 757–798 (2009 (2009; Zbl 1180.60008)], limit theorems for the one-dimensional symmetric \(\alpha \)-stable process normalized by negative (killing) Feynman-Kac functionals were studied. We consider the same problem and extend their results to positive Feynman-Kac functionals of multi-dimensional symmetric \(\alpha \)-stable processes.

MSC:
60J45 Probabilistic potential theory
60J40 Right processes
35J10 Schrödinger operator, Schrödinger equation
PDF BibTeX XML Cite
Full Text: DOI EMIS EuDML