Multiplicative Symmetry Groups of Markov Processes

DOI10.1007/978-1-4684-0562-0_9MaRDI QIDQ3972794zbMATH OpenOpenAlexFDO

Authors Joseph Glover, Renming Song

Publication date 26 June 1992

Published in Seminar on Stochastic Processes, 1990 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4684-0562-0_9

zbMATH Keywords

Girsanov transformationmultiplicative functionalmultiplicative symmetrysymmetry groups for Markov processes

Mathematics Subject Classification ID

Right processes (60J40) Multiplicative functionals and Markov processes (60J57) Markov processes (60J99)

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