Dynkin's isomorphism without symmetry

Details Dynkin's isomorphism without symmetry Dynkin's isomorphism without symmetry

2006-10-18

arxiv.org/abs/math/0610571v4

Mathematics

Probability

To appear in the Proceedings of the conference" Stochastic Analysis in Mathematical Physics" Lisbon 2006

Scientific paper

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.

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