On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
We present a Cameron–Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion, and obtain some canonical Dirichlet forms. These findings extend the corresponding classical results for Brownian motion.
Details
Originalsprache | Englisch |
---|---|
Seiten (von - bis) | 975-993 |
Seitenumfang | 19 |
Fachzeitschrift | Stochastic Analysis and Applications |
Jahrgang | 33 |
Ausgabenummer | 6 |
Publikationsstatus | Veröffentlicht - 2 Nov. 2015 |
Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Cameron–Martin theorem, Integration by parts formula, Quasi-invariance, Subordinate Brownian motion