Girsanov Transformations for Non-Symmetric Diffusions (Q3626993)
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scientific article; zbMATH DE number 5554008
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| English | Girsanov Transformations for Non-Symmetric Diffusions |
scientific article; zbMATH DE number 5554008 |
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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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0.8860785961151123
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0.8493095636367798
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0.8493095636367798
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0.8099173903465271
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0.8004958629608154
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