Absolute continuity of symmetric Markov processes

• Z.-Q. Chen ^[1] ; P. J. Fitzsimmon ^[5] ; M. Takeda ^[2] ; J. Ying ^[3] ; T.-S. Zhang ^[4]
  1. [1] University of Washington

     University of Washington

     Estados Unidos

     
  2. [2] Tohoku University

     Tohoku University

     Aoba-ku, Japón

     
  3. [3] Fudan University

     Fudan University

     China

     
  4. [4] University of Manchester

     University of Manchester

     Reino Unido

     
  5. [5] University of California, San Diego

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• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 3, 1, 2004, págs. 2067-2098
• Idioma: inglés
• DOI: 10.1214/009117904000000432
• Texto completo no disponible (Saber más ...)
• Resumen

  • We study Girsanov’s theorem in the context of symmetric Markov processes, extending earlier work of Fukushima–Takeda and Fitzsimmons on Girsanov transformations of “gradient type.” We investigate the most general Girsanov transformation leading to another symmetric Markov process. This investigation requires an extension of the forward–backward martingale method of Lyons–Zheng, to cover the case of processes with jumps.