Uniform integrability of exponential martingales and spectral bounds of non-local Feynman-Kac semigroups (Q4925763): Difference between revisions
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Uniform integrability of exponential martingales and spectral bounds of non-local Feynman-Kac semigroups | |||
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| Property / author: Zhen-Qing Chen / rank | |||
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| Property / author: Zhen-Qing Chen / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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math.PR | |||
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| Property / arXiv ID: 1105.3020 / rank | |||
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Latest revision as of 20:44, 19 April 2024
scientific article; zbMATH DE number 6174830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform integrability of exponential martingales and spectral bounds of non-local Feynman-Kac semigroups |
scientific article; zbMATH DE number 6174830 |
Statements
12 June 2013
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Feynman-Kac transform
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Girsanov transform
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quadratic form
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smooth measure
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additive functionals
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Kato class
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spectral bound
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Lévy system
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gaugeability
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math.PR
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