Absolute continuity of symmetric Markov processes

Simple item page
dc.creatorChen, Z. -Q.
dc.creatorFitzsimmons, P. J.
dc.creatorTakeda, M.
dc.creatorYing, J.
dc.creatorZhang, T. -S.
dc.date2004-10-05
dc.date.accessioned2026-07-07T05:12:53Z
dc.date.available2026-07-07T05:12:53Z
dc.descriptionWe 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.
dc.descriptionPublished 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
dc.identifierhttps://arxiv.org/abs/math/0410108
dc.identifierhttp://arxiv.org/abs/math/0410108
dc.identifierAnnals of Probability 2004, Vol. 32, No. 3A, 2067-2098
dc.identifierdoi:10.1214/009117904000000432
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72750
dc.subjectProbability
dc.subject31C25, 60J45 (Primary) 60J57 (Secondary)
dc.titleAbsolute continuity of symmetric Markov processes
dc.typetext

Files

Collections

arXiv