Drift transforms and Green function estimates for discontinuous processes (Q1405094): Difference between revisions

This paper studies the effect of Doléans-Dade/Girsanov transformations on discontinuous Markov processes. The main result is a comparison theorem between Green functions of the transformed process and the original process. In particular, this yields sharp estimates on Green functions of the so-called relativistic symmetric stable processes, a key-step in developing finer potential theory.