The Annals of Probability

Errata Stochastic calculus over symmetric Markov processes without time reversal

Kazuhiro Kuwae

Full-text: Open access

Article information

Source
Ann. Probab., Volume 40, Number 6 (2012), 2705-2706.

Dates
First available in Project Euclid: 26 October 2012

Permanent link to this document
https://projecteuclid.org/euclid.aop/1351258738

Digital Object Identifier
doi:10.1214/11-AOP700

Mathematical Reviews number (MathSciNet)
MR2663636

Zentralblatt MATH identifier
1262.31011

Subjects
Primary: 31C25: Dirichlet spaces
Secondary: 60J25: Continuous-time Markov processes on general state spaces 60J45: Probabilistic potential theory [See also 31Cxx, 31D05] 60J75: Jump processes

Keywords
Symmetric Markov process Dirichlet form Revuz measure martingale additive functionals of finite energy continuous additive functional of zero energy Nakao’s CAF of zero energy Fukushima decomposition semi-martingale Dirichlet processes stochastic integral Itô integral Fisk–Stratonovich integral time reversal operator dual predictable projection

Citation

Kuwae, Kazuhiro. Errata Stochastic calculus over symmetric Markov processes without time reversal. Ann. Probab. 40 (2012), no. 6, 2705--2706. doi:10.1214/11-AOP700. https://projecteuclid.org/euclid.aop/1351258738


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References

  • [1] Chen, Z. Q., Fitzsimmons, P. J., Kuwae, K. and Zhang, T. S. (2008). Stochastic calculus for symmetric Markov processes. Ann. Probab. 36 931–970.
  • [2] Chen, Z. Q., Fitzsimmons, P. J., Kuwae, K. and Zhang, T. S. (2012). Errata for “Stochastic calculus for symmetric Markov processes.” [Ann. Probab. 36 (2008) 931–970] Ann. Probab. 40 1375–1376.
  • [3] Kuwae, K. (2010). Stochastic calculus over symmetric Markov processes without time reversal. Ann. Probab. 38 1532–1569.

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