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一类Levy过程变换及相关性质的研究

Study on Transformation of Levy Processes and Its Properties
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摘要 主要研究对称Levy过程的Girsanov变换以及变换之后所对应的过程及狄氏型的相关性质. In this paper, we mainly discuss Girsanov transformation of Symmetric Levy processes and the properties of corresponding new processes and Dirichlet Forms.
出处 《海南师范大学学报(自然科学版)》 CAS 2012年第2期133-136,141,共5页 Journal of Hainan Normal University(Natural Science)
关键词 LEVY过程 GIRSANOV变换 狄氏型 Levy processes Girsanov transformation Dirichlet Form
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参考文献8

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