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

DOI10.1007/S11401-016-1046-5zbMath1361.60064OpenAlexW2532159643MaRDI QIDQ519113

Ruili Song

Publication date: 4 April 2017

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-016-1046-5

zbMATH Keywords

energy functionalcapacityRevuz measureLévy systemGirsanov transform\(\alpha\)-excessive functionright Markov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Local time and additive functionals (60J55) Multiplicative functionals and Markov processes (60J57) Right processes (60J40)

Cites Work

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• Revuz measures under time change
• Remarks on \(h\)-transform and drift
• Absolute continuity of symmetric diffusions
• Revuz measures and related formulas on energy functional and capacity
• Time changes of symmetric diffusions and Feller measures
• The energy functional, balayage, and capacity
• Absolute continuity of symmetric Markov processes.
• Multiplicative functionals of Lévy processes
• Bivariate Revuz measures and the Feynman-Kac formula
• A formula for transition density function under Girsanov transform
• Killing and subordination
• Mesures Associees Aux Fonctionnelles Additives de Markov. I

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