arXiv Analytics

Sign in

arXiv:1111.3257 [math.PR]AbstractReferencesReviewsResources

Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms

Chuan-Zhong Chen, Li Ma, Wei Sun

Published 2011-11-14, updated 2011-11-20Version 2

Nakao's stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. Ito's formula in terms of the extended stochastic integrals is obtained.

Comments: An additional note has been added between the Acknowledgments part and the References part on page 11
Categories: math.PR
Subjects: 31C25, 60J25
Related articles: Most relevant | Search more
arXiv:1406.2351 [math.PR] (Published 2014-06-09)
Stochastic Calculus for Markov Processes Associated with Semi-Dirichlet Forms
arXiv:1412.7843 [math.PR] (Published 2014-12-25)
A decomposition of Markov processes via group actions
arXiv:1210.7193 [math.PR] (Published 2012-10-26, updated 2014-02-17)
On the notion(s) of duality for Markov processes

Links

Toolbox