Absolute continuity of symmetric Markov processes

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We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.'' We investigate the most general Girsanov transformation leading to another symmetric Markov process. This investigation requires an extension of the forward-backward martingale method of Lyons-Zheng, to cover the case of processes with jumps.
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000432

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Probability, 31C25, 60J45 (Primary) 60J57 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/72750

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410108
 http://arxiv.org/abs/math/0410108
 Annals of Probability 2004, Vol. 32, No. 3A, 2067-2098
 doi:10.1214/009117904000000432

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arXiv