Dynkin's isomorphism without symmetry
Probability
2007-07-26 v4
Abstract
The purpose of this note is to extend Dynkin's isomorphim involving functionals of the occupation field of a symmetric Markov processes and of the associated Gaussian field to a suitable class of non symmetric Markov processes.
Keywords
Cite
@article{arxiv.math/0610571,
title = {Dynkin's isomorphism without symmetry},
author = {Yves Le Jan},
journal= {arXiv preprint arXiv:math/0610571},
year = {2007}
}
Comments
To appear in the Proceedings of the conference" Stochastic Analysis in Mathematical Physics" Lisbon 2006