The Australian Journal of Mathematical Analysis and Applications


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ISSN 1449-5910  

 

Paper Information

Paper 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.

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