The conservativeness of Girsanov transformed for symmetric jump-diffusion process

MaRDI QIDQ4611404zbMATH OpenFDO

Authors Mila Kurniawaty, Marjono

Publication date 18 January 2019

Full work available at URL http://ajmaa.org/cgi-bin/paper.pl?string=v16n1/V16I1P1.tex

zbMATH Keywords

conservativeGirsanov transformed processjump process

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Diffusion processes (60J60)

Recommendations

• The conservativeness of Girsanov transformed symmetric Markov processes
• Conservativeness criteria of Girsanov transformation for non-symmetric jump-diffusion
• Absolute continuity of symmetric Markov processes.
• Conservativeness of diffusion processes with drift
• Girsanov transformation for non-symmetric Markov processes

Cited in

(6)

• The conservativeness of Girsanov transformed symmetric Markov processes
• A formula for transition density function under Girsanov transform
• Conservativeness of diffusion processes with drift
• Conservativeness criteria of Girsanov transformation for non-symmetric jump-diffusion
• Conservation property of symmetric jump processes
• Estimates on the transition densities of Girsanov transforms of symmetric stable processes

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