Drift transforms and Green function estimates for discontinuous processes
نویسندگان
چکیده
منابع مشابه
Drift transforms and Green function estimates for discontinuous processes
In this paper, we consider Girsanov transforms of pure jump type for discontinuous Markov processes. We show that, under some quite natural conditions, the Green functions of the Girsanov transformed process are comparable to those of the original process. As an application of the general results, the drift transform of symmetric stable processes is studied in detail. In particular, we show tha...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2003
ISSN: 0022-1236
DOI: 10.1016/s0022-1236(03)00087-9