对称马氏过程的Girsanov变换

Girsanov-type Transfomations for Symmetric Markov Processes

本文讨论一类对称马氏过程的Girsanov变换,这类Girsanov变换是由该对称马氏过程所联系的狄氏型定义域中的函数来确定的．我们证明了对称马氏过程经变换后还是对称的马氏过程,并且给出经变换后的马氏过程所联系的狄氏型．这些结果将前人的相应结论从有界函数推广到更有应用意义的一类无界函数之上．

In this paper, we study a class Girsanov-type transfomations of an arbitrary symmetric Markov process X by u ∈D（ε）. We prove the transformed process X^ is a symmetric Markov process also and characterize the Dirichlet forms associated with the transformed process X^. Our results extend the earlier works.