Girsanov Transformations for Non-Symmetric Diffusions

DOI10.4153/CJM-2009-028-7zbMath1163.60035MaRDI QIDQ3626993

Wei Sun, Chuan-Zhong Chen

Publication date: 14 May 2009

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

diffusionGirsanov transformationnon-symmetric Dirichlet formgeneralized Feynman-Kac semigroupperturbation of Dirichlet form\(h\)-transformation

Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Multiplicative functionals and Markov processes (60J57)

Related Items (2)

Unnamed Item ⋮ On the generalized Feynman-Kac transformation for nearly symmetric Markov processes

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