The Conservativeness Of Girsanov Transformed For Symmetric Jump-Diffusion Process

Mila Kurniawaty; M. Marjono

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The Conservativeness Of Girsanov Transformed For Symmetric Jump-Diffusion Process

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Mila Kurniawaty, M. Marjono

2019 Australian Journal of Mathematical Analysis and Applications Vol. 16 Issue 1 Article Cited by 1 SDG 16

Abstract

We study about the Girsanov transformed for symmetric Markov processes with jumps associated with regular Dirichlet form. We prove the conservativeness of it by dividing the regular Dirichlet form into the “small jump”part and the “big jump”part. © 2019. All Rights Reserved.

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Department Of Mathematics, Universitas Brawijaya, Malang, Indonesia

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