On the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of α-Stable-like Processes
نویسنده
چکیده
In this paper, we study the purely discontinuous Girsanov transforms which were discussed in Chen and Song [3] and Song [9]. We show that the transition density of any purely discontinuous Girsanov transform of a α-stable-like process, which can be nonsymmetric, is comparable to the transition density of the α-stable-like process. Running Title: Density estimates of the purely discontinuous Girsanov transformed processes
منابع مشابه
Estimates on the Transition Densities of Girsanov Transforms of Symmetric Stable Processes
In this paper, we first study a purely discontinuous Girsanov transform which is more general than that studied in Chen and Song [(2003), J. Funct. Anal. 201, 262–281]. Then we show that the transition density of any purely discontinuous Girsanov transform of a symmetric stable process is comparable to the transition density of the symmetric stable process. The same is true for the Girsanov tra...
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