Multiplicative functionals of Lévy processes

DOI10.1016/0304-4149(95)00017-2zbMath0886.60071OpenAlexW1993433765MaRDI QIDQ1899272

Jiangang Ying

Publication date: 19 April 1998

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00017-2

zbMATH Keywords

Lévy processesinfinitesimal generatormultiplicative functionalsRevuz measures

Mathematics Subject Classification ID

Markov processes (60J99) Multiplicative functionals and Markov processes (60J57)

Related Items (1)

Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function

Cites Work

• Capacity and energy for multiparameter Markov processes
• Bivariate Revuz measures and the Feynman-Kac formula
• Lectures on stochastic processes. Notes by K. Muralidhara Rao. Reissued ed
• Balayage et formes de Dirichlet
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