Abstract
In this paper, we first study a purely discontinuous Girsanov transform which is more general than that studied in Chen and Song [(2003), J. Funct. Anal. 201, 262-281]. Then we show that the transition density of any purely discontinuous Girsanov transform of a symmetric stable process is comparable to the transition density of the symmetric stable process. The same is true for the Girsanov transform introduced in Chen and Zhang [(2002), Ann. Inst. Henri poincaré 38, 475-505]. As an application of these results, we show that the Green function of Feynman-Kac type transforms of symmetric stable processes by continuous additive functionals of zero energy, when exists, is comparable to that of the symmetric stable process.
Original language | English (US) |
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Pages (from-to) | 487-507 |
Number of pages | 21 |
Journal | Journal of Theoretical Probability |
Volume | 19 |
Issue number | 2 |
DOIs | |
State | Published - Jun 2006 |
Keywords
- Additive functionals of zero energy
- Brownian motion
- Dirichlet forms
- Feynman-Kac semigroups
- Girsanov transform
- Green function
- Martingale additive functionals
- Symmetric Markov processes
- Symmetric stable processes
- Transition density
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty