Advanced Studies in Pure Mathematics

Gauge Theorems for Stieltjes Exponentials

Ronald Getoor

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Abstract

A gauge theorem for the Stieltjes exponential of a right continuous additive functional satisfying a general Kato type condition is established. Results for the ordinary exponential are then obtained as corollaries.

Article information

Source
Stochastic Analysis and Related Topics in Kyoto: In honour of Kiyosi Itô, H. Kunita, S. Watanabe and Y. Takahashi, eds. (Tokyo: Mathematical Society of Japan, 2004), 91-109

Dates
Received: 27 January 2003
First available in Project Euclid: 3 January 2019

Permanent link to this document
https://projecteuclid.org/ euclid.aspm/1546542607

Digital Object Identifier
doi:10.2969/aspm/04110091

Mathematical Reviews number (MathSciNet)
MR2083705

Zentralblatt MATH identifier
1072.60061

Subjects
Primary: 60J40: Right processes
Secondary: 60555 60557

Keywords
gauge theorem additive functional Stieltjes exponential

Citation

Getoor, Ronald. Gauge Theorems for Stieltjes Exponentials. Stochastic Analysis and Related Topics in Kyoto: In honour of Kiyosi Itô, 91--109, Mathematical Society of Japan, Tokyo, Japan, 2004. doi:10.2969/aspm/04110091. https://projecteuclid.org/euclid.aspm/1546542607


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