Girsanov Transformations for Non-Symmetric Diffusions (Q3626993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Girsanov Transformations for Non-Symmetric Diffusions |
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Girsanov Transformations for Non-Symmetric Diffusions (English)
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14 May 2009
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diffusion
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non-symmetric Dirichlet form
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Girsanov transformation
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\(h\)-transformation
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perturbation of Dirichlet form
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generalized Feynman-Kac semigroup
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