Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process
DOI10.1090/tran/6757zbMath1359.60054arXiv1403.7364OpenAlexW1855962216MaRDI QIDQ5506650
Zoran Vondraček, Rene L. Schilling
Publication date: 13 December 2016
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.7364
relative entropysingularityadditive functionalabsolute continuitystable Lévy processpurely discontinuous Girsanov transform
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic potential theory (60J45) Stable stochastic processes (60G52) Local time and additive functionals (60J55) Continuity and singularity of induced measures (60G30)
Related Items (3)
Cites Work
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