On a Cameron--Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion
arXiv:1502.06107
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.