Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

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J. Korean Math. Soc. 2001; 38(2): 227-274

Printed March 1, 2001

Copyright © The Korean Mathematical Society.

Feynman-Kac semigroups, martingales and wave operators

Jan A. Van Casteren

University of Antwerp

Abstract

In this paper we intend to discuss the following topics:
(1) Notation, generalities, Markov processes. The close relationship between (generators of) Markov processes and the martingale problem is exhibited. A link between the Korovkin property and generators of Feller semigroups is established.
(2) Feynman-Kac semigroups: 0-order regular perturbations, pinned Markov measures. A basic representation via distributions of Markov processes is depicted.
(3) Dirichlet semigroups: 0-order singular perturbations, harmonic functions, multiplicative functionals. Here a representation theorem of solutions to the heat equation is depicted in terms of the distributions of the underlying Markov process and a suitable stopping time.
(4) Sets of finite capacity, wave operators, and related results. In this section a number of results are presented concerning the completeness of scattering systems (and its spectral consequences).
(5) Some (abstract) problems related to Neumann semigroups: 1st order perturbations. In this section some rather abstract problems are presented, which lie on the borderline between first order perturbations together with their boundary limits (Neumann type boundary conditions and) and reflected Markov processes.

Keywords: Feynman-Kac semigroups, martingales, multiplicative functionals, capacity theory

MSC numbers: 47D06, 47D02, 60J25, 60J45, 81Q10

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