On the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of $α$-Stable-like Processes

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dc.creatorWang, Chunlin
dc.date2006-11-19
dc.date.accessioned2026-07-07T07:33:06Z
dc.date.available2026-07-07T07:33:06Z
dc.descriptionIn this paper, we study the purely discontinuous Girsanov transforms which were discussed in Chen and Song \cite{CS2} and Song \cite{S3}. We show that the transition density of any purely discontinuous Girsanov transform of a $α$-stable-like process, which can be nonsymmetric, is comparable to the transition density of the $α$-stable-like process.
dc.description33 pages
dc.identifierhttps://arxiv.org/abs/math/0611566
dc.identifierhttp://arxiv.org/abs/math/0611566
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/119339
dc.subjectProbability
dc.subjectPrimary 60J45, 60J40; Secondary 35J10, 47J20
dc.titleOn the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of $α$-Stable-like Processes
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