Girsanov transformation for non-symmetric Markov processes

DOI10.1360/SCM-2015-0735zbMath1499.60263OpenAlexW2615334213MaRDI QIDQ5063842

Saisai Yang, Li Ma, Chuan-Zhong Chen

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/scm-2015-0735

zbMATH Keywords

Markov processGirsanov transformationnon-symmetric Dirichlet form

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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