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On Girsanov and generalized Feynman-Kac transformations for symmetric processes 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2007, 卷号: 10, 期号: 2, 页码: 141-163
Authors:  Chen, Chuan-Zhong;  Ma, Zhi-Ming;  Sun, Wei
Favorite  |  View/Download:146/0  |  Submit date:2018/07/30
symmetric Markov process  Dirichlet form  Girsanov transformation  supermartingale  generalized Feynman-Kac semigroup  strong continuity  
Boundary problems for fractional Laplacians 期刊论文
STOCHASTICS AND DYNAMICS, 2005, 卷号: 5, 期号: 3, 页码: 385-424
Authors:  Guan, QY;  Ma, ZM
Favorite  |  View/Download:105/0  |  Submit date:2018/07/30
reflected alpha-stable processes  fractional Laplacian  Feynman-Kac semigroup  boundary value problem