Absolute continuity of symmetric Markov processes
Chen, Z.-Q. ; Fitzsimmons, P. J. ; Takeda, M. ; Ying, J. ; Zhang, T.-S.
Ann. Probab., Tome 32 (2004) no. 1A, p. 2067-2098 / Harvested from Project Euclid
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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.
Publié le : 2004-07-14
Classification:  Absolute continuity,  symmetric Markov process,  Dirichlet form,  forward–backward martingale decomposition,  Girsanov theorem,  dual predictable projection,  supermartingale multiplicative functional,  31C25,  60J45,  60J57 
@article{1089808420,
     author = {Chen, Z.-Q. and Fitzsimmons, P. J. and Takeda, M. and Ying, J. and Zhang, T.-S.},
     title = {Absolute continuity of symmetric Markov processes},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 2067-2098},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1089808420}
}

Chen, Z.-Q.; Fitzsimmons, P. J.; Takeda, M.; Ying, J.; Zhang, T.-S. Absolute continuity of symmetric Markov processes. Ann. Probab., Tome 32 (2004) no. 1A, pp.  2067-2098. http://gdmltest.u-ga.fr/item/1089808420/