ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES

DOI10.1142/S0219025707002671zbMath1131.31005OpenAlexW1971867000MaRDI QIDQ5297752

Wei Sun, Zhi-Ming Ma, Chuan-Zhong Chen

Publication date: 13 July 2007

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025707002671

zbMATH Keywords

supermartingalesDirichlet formsGirsanov transformationsymmetric Markov processesstrong continuitygeneralized Feynman-Kac semigroup

Mathematics Subject Classification ID

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

Related Items (2)

On the generalized Feynman-Kac transformation for nearly symmetric Markov processes ⋮ On general perturbations of symmetric Markov processes

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• On the quasi-regularity of semi-Dirichlet forms

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