Estimates on the transition densities of Girsanov transforms of symmetric stable processes

DOI10.1007/S10959-006-0023-4MaRDI QIDQ867079zbMATH OpenOpenAlexFDO

Authors Renming Song

Publication date 14 February 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-006-0023-4

zbMATH Keywords

Feynman-Kac semigroupGirsanov transformSymmetric stable processTransition density

Mathematics Subject Classification ID

Schrödinger operator, Schrödinger equation (35J10) Dirichlet forms (31C25) Right processes (60J40) Probabilistic potential theory (60J45)

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Cites work

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• scientific article; zbMATH DE number 503434 (Why is no real title available?)
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• Dirichlet forms and symmetric Markov processes
• Drift transforms and Green function estimates for discontinuous processes
• Gaugeability and conditional gaugeability
• General gauge and conditional gauge theorems
• Girsanov and Feynman-Kac type transformations for symmetric Markov processes
• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Quadratic forms corresponding to the generalized Schrödinger semigroups
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Cited in

(11)

• Analytic characterizations of gaugeability for generalized Feynman-Kac functionals
• A representation formula for transition probability densities of Hunt processes under Girsanov transform
• A formula for transition density function under Girsanov transform
• Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process
• Transition density estimates for stable processes on symmetric spaces
• Drift transforms and Green function estimates for discontinuous processes
• On purely discontinuous additive functionals of subordinate Brownian motions
• scientific article; zbMATH DE number 3858204 (Why is no real title available?)
• scientific article; zbMATH DE number 1165664 (Why is no real title available?)
• Transition density for CIR process by Lie symmetries and application to ZCB pricing
• Weighted Poincaré inequalities for non-local Dirichlet forms

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