Absolute continuity of symmetric Markov processes
Z. -Q. Chen, P. J. Fitzsimmons, M. Takeda, J. Ying, T. -S. Zhang
Abstract
We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.'' We investigate the most general Girsanov transformation leading to another symmetric Markov process. This investigation requires an extension of the forward-backward martingale method of Lyons-Zheng, to cover the case of processes with jumps.
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