Girsanov and Feynman-Kac type transformations for symmetric Markov processes

DOI10.1016/S0246-0203(01)01086-XzbMath1004.60077OpenAlexW2133855820MaRDI QIDQ1610197

Zhen-Qing Chen, Tu-Sheng Zhang

Publication date: 19 August 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_4_475_0

zbMATH Keywords

Dirichlet formsexponential martingalesGirsanov transformations

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Multiplicative functionals and Markov processes (60J57)

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