Absolute continuity of symmetric Markov processes.
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Publication:1879815
DOI10.1214/009117904000000432zbMATH Open1053.60084arXivmath/0410108OpenAlexW2028912010MaRDI QIDQ1879815
Author name not available (Why is that?)
Publication date: 15 September 2004
Published in: (Search for Journal in Brave)
Abstract: We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type. We investigate the most general Girsanov transformation leading to another symmetric Markov process. This investigation requires an extension of the forward-backward martingale method of Lyons-Zheng, to cover the case of processes with jumps.
Full work available at URL: https://arxiv.org/abs/math/0410108
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