Analytic characterization of conditional gaugeability for non-local Feynman-Kac transforms (Q1403846): Difference between revisions

The paper provides an analytic characterization of gaugeability for non-local Feynman-Kac transforms without restrictive conditions on the boundedness of the measure of the definition set on the one hand and of the norm of the Green function on the other hand. Here, the classical approach cannot be used, and to circumvent this pitfall, one decomposes the non-local Feynman-Kac transform into a pure jump Girsanov transform followed by a local Feynman-Kac transform, and then one applies results related to pure jump Girsanov transforms.