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Time changes of symmetric Markov processes and a Feynman-Kac formula

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Abstract

We prove a Feynman-Kac formula in the context of symmetric Markov processes and Dirichlet spaces. This result is used to characterize the Dirichlet space of the time change of an arbitrary symmetric Markov process, completing work of Silverstein and Fukushima.

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Fitzsimmons, P.J. Time changes of symmetric Markov processes and a Feynman-Kac formula. J Theor Probab 2, 487–501 (1989). https://doi.org/10.1007/BF01051880

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  • DOI: https://doi.org/10.1007/BF01051880

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