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Revuz Measures, Energy Functionals and Capacities Under Girsanov Transform Induced by α-Excessive Function |
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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 |
Page view: 1555
Net amount: 1283 |
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). |
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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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