Feynman-Kac penalization problem for additive functionals with jumping functions
キーワード:
symmetric stable process,
Girsanov transform,
additive functional,
gaugeability,
Kato class,
Chacon-Ornstein type ergodic theorem,
semimartingale,
Doléans-Dade formula
2014 年 66 巻 1 号 p. 223-245
詳細
