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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Latest revision as of 20:44, 19 April 2024

scientific article; zbMATH DE number 6174830
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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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