Limit theorems for the generator of a symmetric Levy process with the delta potential
Temirlan Abildaev

TL;DR
This paper develops a mathematical framework for symmetric Levy processes with delta potentials, extending the Feynman-Kac formula and establishing limit theorems for the process and its sample paths.
Contribution
It constructs a self-adjoint extension of the generator incorporating delta potentials and proves related limit theorems, advancing the understanding of Levy processes with singular interactions.
Findings
Extended Feynman-Kac formula for delta potentials
Proved limit theorems for operator semigroups
Constructed distributions attracting sample paths
Abstract
We consider a one-dimensional symmetric Levy process that has local time. In the first part, we construct a self-adjoint extension of the generator of the process so that the constructed operator corresponds to the generator with the delta potential. Using the constructed operator, we extend the Feynman-Kac formula to the case of delta function-type potentials and prove a limit theorem for an operator semigroup corresponding to this formula. In the second part, we construct a one-parameter family of distributions that attract the sample paths of the process to a given point. We show that this family weakly converges to the distribution of a Feller process and prove a limit theorem for the distribution of a point where an attracted sample path comes.
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Taxonomy
TopicsStochastic processes and financial applications · Complex Systems and Time Series Analysis · Stochastic processes and statistical mechanics
