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Resumen de Absolute continuity of symmetric Markov processes

Zhen-Qing Chen, P. J. Fitzsimmons, M. Takeda, J. Ying, Tusheng Zhang

  • 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.


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