Absolute Continuity of Markov Processes and Generators

Cites work

Continuous additive functionals of a Markov process with applications to processes with independent increments
Note on Dynkin's (\alpha, \xi)-Subprocess of Standard Markov Process
NOTES ON TRANSFORMATIONS OF MARKOV PROCESSES CONNECTED WITH MULTIPLICATIVE FUNCTIONALS
On a class of additive functionals of Markov processes
On Square Integrable Martingales
Some theorems on time change and killing of Markov processes

Cited in

(34)

A stochastic characterization of harmonic morphisms
Statistical problems for stochastic processes with boundary conditions
Stochastic processes in a finite space interval
Poisson's equation for queues driven by a Markovian marked point process
On exponential families of Markov processes
Ricci curvature and the manifold learning problem
Some new examples of Markov processes which enjoy the time-inversion property
Absolute continuity of symmetric Markov processes.
Two theorems on Hunt's hypothesis (H) for Markov processes
Schauder estimates for Poisson equations associated with non-local Feller generators
Feynman-Kac formula under a finite entropy condition
Exponential change of measure for general piecewise deterministic Markov processes
Robust control and model misspecification
Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process
Equivalent and absolutely continuous measure changes for jump-diffusion processes
A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs
Extended Poisson equation for weakly ergodic Markov processes
Semimartingales and Markov processes
On extremal solutions of martingale problems
scientific article; zbMATH DE number 3596016 (Why is no real title available?)
Mesures associées à une forme de Dirichlet. Applications
On temporally completely monotone functions for Markov processes
Nonequilibrium Markov processes conditioned on large deviations
Equivalent measure changes for subordinate diffusions
DRIFT TRANSFORMATIONS OF SYMMETRIC DIFFUSIONS, AND DUALITY
Two refreshing views of fluctuation theorems through kinematics elements and exponential martingale
Risk‐neutral pricing techniques and examples
Time Reversal of diffusion processes under a finite entropy condition
Coarse Ricci curvature as a function on \({M\times M}\)
Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
The life and scientific work of Hiroshi Kunita
Criteria for what makes a local optional martingale a true martingale
Skew-product representations of multidimensional Dunkl Markov processes
On exponential local martingales associated with strong Markov continuous local martingales

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