ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES (Q5297752)

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scientific article; zbMATH DE number 5170875
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ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES
scientific article; zbMATH DE number 5170875

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    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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