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 Electronic Communications in Probability > Vol. 15(2010) > Paper 4 open journal systems 


Feynman-Kac Penalisations of Symmetric Stable Processes

Masayoshi Takeda, Tohoku University, Mathematical Institute


Abstract
In K. Yano, Y. Yano and M. Yor (2009), limit theorems for the one-dimensional symmetric α-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 α-stable processes.


Full text: PDF

Pages: 32-43

Published on: February 10, 2010
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Electronic Communications in Probability. ISSN: 1083-589X