Bivariate Revuz measures and the Feynman-Kac formula on semi-Dirichlet forms

preprint2015arXivOpen access

Abstract

In this paper, we shall first establish the theory of bivariate Revuz correspondence of positive additive functionals under a semi-Dirichlet form, which is associated with a right Markov process XX satisfying the sector condition but without duality. We extend most of the classical results about the bivariate Revuz measures under the duality assumptions to the case of semi-Dirichlet forms. As the main results of this paper, we prove that for any exact multiplicative functional MM of XX, the subprocess XMX^M of XX killed by MM also satisfies the sector condition and we then characterize the semi-Dirichlet form associated with XMX^M by using the bivariate Revuz measure, which extends the classical Feynman-Kac formula.

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