Song Ruili, . Revuz Measures under Girsanov Transform[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(6): 569-578.
Citation: Song Ruili, . Revuz Measures under Girsanov Transform[J]. Chinese Journal of Applied Probability and Statistics, 2011, 27(6): 569-578.
shu

Revuz Measures under Girsanov Transform

    Graphical Abstract
    • Abstract
  • In this paper, we shall study how Revuz measures, energy functional, capacity and Lvy system change under Girsanov transform of Hunt processes.
    • FullText(HTML)
  • loading
    • References (0)
    • Related Articles

Catalog

    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return