ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES (Q5297752): Difference between revisions
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scientific article; zbMATH DE number 5170875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES |
scientific article; zbMATH DE number 5170875 |
Statements
ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES (English)
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13 July 2007
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symmetric Markov processes
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Dirichlet forms
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Girsanov transformation
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supermartingales
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generalized Feynman-Kac semigroup
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strong continuity
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