Drift transforms and Green function estimates for discontinuous processes (Q1405094)

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scientific article; zbMATH DE number 1970670
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Drift transforms and Green function estimates for discontinuous processes
scientific article; zbMATH DE number 1970670

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    Drift transforms and Green function estimates for discontinuous processes (English)
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    25 August 2003
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    This paper studies the effect of Doléans-Dade/Girsanov transformations on discontinuous Markov processes. The main result is a comparison theorem between Green functions of the transformed process and the original process. In particular, this yields sharp estimates on Green functions of the so-called relativistic symmetric stable processes, a key-step in developing finer potential theory.
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    Green function
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    conditional gauge
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