Paper's Title:

Conservativeness Criteria of Girsanov Transformation for Non-Symmetric Jump-diffusion

Author(s):

Mila Kurniawaty

DDepartment of Mathematics,
Universitas Brawijaya, Malang,
Indonesia.
E-mail: mila_n12@ub.ac.id

Abstract:

We develop the condition in our previous paper [The Conservativeness of Girsanov transformed for symmetric jump-diffusion process (2018)] in the framework of nonsymmetric Markov process with jumps associated with regular Dirichlet form. We prove the conservativeness of it by relation in duality of Girsanov transformed process and recurrent criteria of Dirichlet form.

Paper's Title:

The Conservativeness of Girsanov Transformed for Symmetric Jump-diffusion Process

Author(s):

Mila Kurniawaty and Marjono

Department of Mathematics,
Universitas Brawijaya,
Malang,
Indonesia.
E-mail: mila_n12@ub.ac.id, marjono@ub.ac.id

Abstract:

We study about the Girsanov transformed for symmetric Markov processes with jumps associated with regular Dirichlet form. We prove the conservativeness of it by dividing the regular Dirichlet form  into the "small jump" part and the "big jump" part.

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