On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion

DOI10.1080/07362994.2015.1061439zbMath1329.60289arXiv1502.06107OpenAlexW1865616395MaRDI QIDQ3459224

Chang Song Deng, Rene L. Schilling

Publication date: 21 December 2015

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

Full work available at URL: https://arxiv.org/abs/1502.06107

zbMATH Keywords

integration by parts formulasubordinate Brownian motionCameron-Martin quasi-invariance theorem

Mathematics Subject Classification ID

Related Items (4)

On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes ⋮ Unnamed Item ⋮ Subgeometric rates of convergence for discrete-time Markov chains under discrete-time subordination ⋮ Subgeometric rates of convergence for Markov processes under subordination

Cites Work

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• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Growth and Hölder conditions for the sample paths of Feller processes
• Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold
• Functional inequalities and subordination: Stability of Nash and Poincaré inequalities
• Poincaré inequality on the path space of Poisson point processes
• Dimension-independent Harnack inequalities for subordinated semigroups
• Integration by parts formula and shift Harnack inequality for stochastic equations
• Transformations of Wiener integrals under translations
• Bernstein functions. Theory and applications

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