Revuz Measures, Energy Functionals and Capacities Under Girsanov Transform Induced by α-Excessive Function

Citation:

Ruili SONG.Revuz Measures, Energy Functionals and Capacities Under Girsanov Transform Induced by α-Excessive Function[J].Chinese Annals of Mathematics B,2016,37(6):865~874
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Authors:

Ruili SONG;

Foundation:

This work was supported by the National Natural Science Foundation of China (No.11201221) and the Natural Science Foundation of Jiangsu Province (No.BK2012468).
Abstract: The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced by $\alpha$-excessive function including Revuz measures, energy functionals, capacities and L\'{e}vy systems in this paper.

Keywords:

Girsanov transform, Revuz measure, Energy functional, Capacity, L\'{e}vy system

Classification:

60J45, 60J55, 60J57
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