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1. CJM 2009 (vol 61 pp. 534)
| Girsanov Transformations for Non-Symmetric Diffusions Let $X$ be a diffusion process, which is assumed to be
associated with a (non-symmetric) strongly local Dirichlet form
$(\mathcal{E},\mathcal{D}(\mathcal{E}))$ on $L^2(E;m)$. For
$u\in{\mathcal{D}}({\mathcal{E}})_e$, the extended Dirichlet
space, we investigate some properties of the Girsanov transformed
process $Y$ of $X$. First, let $\widehat{X}$ be the dual process of
$X$ and $\widehat{Y}$ the Girsanov transformed process of $\widehat{X}$.
We give a necessary and sufficient condition for $(Y,\widehat{Y})$ to
be in duality with respect to the measure $e^{2u}m$. We also
construct a counterexample, which shows that this condition may
not be satisfied and hence $(Y,\widehat{Y})$ may not be dual
processes. Then we present a sufficient condition under which $Y$
is associated with a semi-Dirichlet form. Moreover, we give an
explicit representation of the semi-Dirichlet form.
Keywords:Diffusion, non-symmetric Dirichlet form, Girsanov transformation, $h$-transformation, perturbation of Dirichlet form, generalized Feynman-Kac semigroup Categories:60J45, 31C25, 60J57 |

