Perturbation of symmetric Markov processes (Q2464675): Difference between revisions

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Revision as of 21:29, 19 March 2024

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Perturbation of symmetric Markov processes
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    Perturbation of symmetric Markov processes (English)
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    17 December 2007
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    The authors generalize known results on symmetric Markov processes to the case when these processes have discontinuous sample paths and killing inside the state space. An illuminated concrete example is that of a discontinuous symmetric Lévy process killed upon exiting a domain, such as the sum of a Brownian motion on \(\mathbb{R}^d\) and an independent symmetric \(\alpha\)-stable process on \(\mathbb{R}^d\) that is killed upon leaving an open ball.
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    time reversal
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    Girsanov transform
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    Feynman-Kac transform
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    stochastic integral for Dirichlet processes
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    martingale
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    Revuz measure
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    dual predictable projection
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