Absolute continuity of symmetric Markov processes

• 成果类型: Article
• 署名作者: Chen, ZQ; Fitzsimmons, PJ; Takeda, M; Ying, J; Zhang, TS
• 署名单位: University of Washington; University of Washington Seattle; Tohoku University; University of California System; University of California San Diego; Fudan University; University of Manchester
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000432
• 发表日期: 2004
• 页码: 2067-2098
• 关键词: dirichlet forms; Duality; functionals; DIFFUSIONS

摘要

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.