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The conservativeness of Girsanov transformed symmetric Markov processes
- Source :
- Tohoku Math. J. (2) 71, no. 2 (2019), 221-241
- Publication Year :
- 2019
- Publisher :
- Tohoku University, Mathematical Institute, 2019.
-
Abstract
- In this paper, we study those Girsanov transformations of symmetric Markov processes which preserve the symmetry. Employing a criterion for uniform integrability of exponential martingales due to Chen [3], we identify the class of transformations which transform the original process into a conservative one, even if the original one is explosive. We also consider the class of transformations which transform to a recurrent one. In [14, 22], the same problems are studied for symmetric diffusion processes. Our main theorem is an extension of their results to symmetric Markov processes with jumps.
- Subjects :
- Uniform integrability
Pure mathematics
Class (set theory)
Girsanov theorem
Dirichlet form
General Mathematics
Markov process
Extension (predicate logic)
31C25
Exponential function
Schrödinger form
symbols.namesake
60J25
symmetric Markov process
symbols
Girsanov transform
Symmetry (geometry)
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Journal :
- Tohoku Math. J. (2) 71, no. 2 (2019), 221-241
- Accession number :
- edsair.doi.dedup.....4c5035a649849bc6be8e36a6ff022a1d