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Feynman–Kac penalizations of rotationally symmetric α-stable processes

Author

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  • Li, Yunke
  • Takeda, Masayoshi

Abstract

In Yano et al. (2009), limit theorems (so called, Feynman–Kac penalizations) for the one-dimensional recurrent symmetric α-stable process weighted and normalized by negative (killing) Feynman–Kac functionals with small potential are studied. In this paper, we deal with the same problem for negative potentials diverging at infinity.

Suggested Citation

  • Li, Yunke & Takeda, Masayoshi, 2019. "Feynman–Kac penalizations of rotationally symmetric α-stable processes," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 82-87.
    • Handle: RePEc:eee:stapro:v:148:y:2019:i:c:p:82-87
    DOI: 10.1016/j.spl.2019.01.006
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