Integrability of Functionals of Dirichlet Processes, Probabilistic Representations of Semigroups, and Estimates of Heat Kernels

This paper consists of three parts. In Part I, we obtain results on the integrability of functional (of exponential type) of Dirichlet processes. In Part II, we give a striking probabilistic representation of semigroup (probably non-Markovian) associated with a non-divergence operator. Part III is d...

Full description

Saved in:
Bibliographic Details
Published in:Journal of functional analysis Vol. 153; no. 2; pp. 320 - 342
Main Authors: Lunt, John, Lyons, T.J, Zhang, T.S
Format: Journal Article
Language:English
Published: Elsevier Inc 10-03-1998
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This paper consists of three parts. In Part I, we obtain results on the integrability of functional (of exponential type) of Dirichlet processes. In Part II, we give a striking probabilistic representation of semigroup (probably non-Markovian) associated with a non-divergence operator. Part III is devoted to perturbation bounds on the operator norm of semigroups and a new (short) proof of the off-diagonal estimates of the heat kernel associated with a divergence operator. The theory of Dirichlet forms and forward, backward martingales decompositions play a central role in the whole paper.
ISSN:0022-1236
1096-0783
DOI:10.1006/jfan.1997.3182