Revuz measures, energy functionals and capacities under Girsanov transform induced by α-excessive function

Abstract

The author investigates the relationships of some potential objects for a right Markov process and the same objects for the Girsanov transformed process induced by α-excessive function including Revuz measures, energy functionals, capacities and Lévy systems in this paper.

Keywords

Girsanov transform / Revuz measure / Energy functional / Capacity / Lévy system

References

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