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.
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Revuz Measures under Girsanov Transform

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  • In this paper, we shall study how Revuz measures, energy functional, capacity and Lvy system change under Girsanov transform of Hunt processes.
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