ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES (Q5297752)

From MaRDI portal
scientific article; zbMATH DE number 5170875
Language Label Description Also known as
English
ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES
scientific article; zbMATH DE number 5170875

    Statements

    ON GIRSANOV AND GENERALIZED FEYNMAN–KAC TRANSFORMATIONS FOR SYMMETRIC MARKOV PROCESSES (English)
    0 references
    0 references
    0 references
    0 references
    13 July 2007
    0 references
    symmetric Markov processes
    0 references
    Dirichlet forms
    0 references
    Girsanov transformation
    0 references
    supermartingales
    0 references
    generalized Feynman-Kac semigroup
    0 references
    strong continuity
    0 references

    Identifiers