Girsanov and Feynman–Kac type transformations for symmetric Markov processes

Zhen-Qing Chen; Tu-Sheng Zhang

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 4, page 475-505
  • ISSN: 0246-0203

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Chen, Zhen-Qing, and Zhang, Tu-Sheng. "Girsanov and Feynman–Kac type transformations for symmetric Markov processes." Annales de l'I.H.P. Probabilités et statistiques 38.4 (2002): 475-505. <http://eudml.org/doc/77723>.

@article{Chen2002,
author = {Chen, Zhen-Qing, Zhang, Tu-Sheng},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Dirichlet forms; exponential martingales; Girsanov transformations},
language = {eng},
number = {4},
pages = {475-505},
publisher = {Elsevier},
title = {Girsanov and Feynman–Kac type transformations for symmetric Markov processes},
url = {http://eudml.org/doc/77723},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Chen, Zhen-Qing
AU - Zhang, Tu-Sheng
TI - Girsanov and Feynman–Kac type transformations for symmetric Markov processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 4
SP - 475
EP - 505
LA - eng
KW - Dirichlet forms; exponential martingales; Girsanov transformations
UR - http://eudml.org/doc/77723
ER -

References

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