Feynman–Kac penalizations of rotationally symmetric α-stable processes

Publication date: Available online 15 January 2019Source: Statistics & Probability LettersAuthor(s): Yunke Li, Masayoshi TakedaAbstractIn 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.

Source: Statistics and Probability Letters - January 16, 2019 Category: Statistics Source Type: research