Dynkin's isomorphism without symmetry

Yves Le Jan (1)

1 LM-Orsay - Laboratoire de Mathématiques d'Orsay

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.

Mots clés: Markov process; Gaussian fields

Domaines: Probabilités [math.PR]

Yves Le Jan. Dynkin's isomorphism without symmetry. 2007. ⟨hal-00107458v4⟩