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arXiv · 1502.06107

On a Cameron--Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion

Chang-Song Deng·René L. Schilling
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Abstract

We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion, and we obtain some canonical Dirichlet forms. These findings extend the corresponding classical results for Brownian motion.

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Chang-Song Deng, René L. Schilling. 2015-02-21. On a Cameron--Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion. https://arxiv.org/abs/1502.06107

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