Revuz Measures,Energy Functionals and Capacities Under Girsanov Transform Induced by α-Excessive Function  

作　　者：Ruili SONG 

机构地区：[1]School of Applied Mathematics,Nanjing University of Finance and Economics,Nanjing 210023,China

出　　处：《Chinese Annals of Mathematics,Series B》2016年第6期865-874,共10页数学年刊（B辑英文版）

基　　金：supported by the National Natural Science Foundation of China(No.11201221);the Natural Science Foundation of Jiangsu Province(No.BK2012468)

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

关 键 词：Girsanov transform Revuz measure Energy functional Capacity Levy system 

分 类 号：O211.62[理学—概率论与数理统计]