Drift transforms and Green function estimates for discontinuous processes (Q1405094)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Drift transforms and Green function estimates for discontinuous processes |
scientific article; zbMATH DE number 1970670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift transforms and Green function estimates for discontinuous processes |
scientific article; zbMATH DE number 1970670 |
Statements
Drift transforms and Green function estimates for discontinuous processes (English)
0 references
25 August 2003
0 references
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.
0 references
Green function
0 references
conditional gauge
0 references
0 references
0 references