On purely discontinuous additive functionals of subordinate Brownian motions

DOI10.1016/j.spa.2017.06.003zbMath1380.60072arXiv1612.08045OpenAlexW2963455356MaRDI QIDQ1688623

Vanja Wagner, Zoran Vondraček

Publication date: 11 January 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.08045

zbMATH Keywords

relative entropysingularityadditive functionalsabsolute continuitysubordinate Brownian motionpurely discontinuous Girsanov transform

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)

Cites Work

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