Tohoku Mathematical Journal

Stochastic calculus for Markov processes associated with semi-Dirichlet forms

Chuan-Zhong Chen, Li Ma, and Wei Sun

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Abstract

We present a new Fukushima type decomposition in the framework of semi-Dirichlet forms. This generalizes the result of Ma, Sun and Wang [17, Theorem 1.4] by removing the condition (S). We also extend Nakao's integral to semi-Dirichlet forms and derive Itô's formula related to it.

Article information

Source
Tohoku Math. J. (2), Volume 70, Number 1 (2018), 97-119.

Dates
First available in Project Euclid: 9 March 2018

Permanent link to this document
https://projecteuclid.org/euclid.tmj/1520564420

Digital Object Identifier
doi:10.2748/tmj/1520564420

Mathematical Reviews number (MathSciNet)
MR3772807

Zentralblatt MATH identifier
06873675

Subjects
Primary: 31C25: Dirichlet spaces
Secondary: 60J25: Continuous-time Markov processes on general state spaces

Keywords
semi-Dirichlet form Fukushima type decomposition zero quadratic variation process Nakao's integral Itô's formula

Citation

Chen, Chuan-Zhong; Ma, Li; Sun, Wei. Stochastic calculus for Markov processes associated with semi-Dirichlet forms. Tohoku Math. J. (2) 70 (2018), no. 1, 97--119. doi:10.2748/tmj/1520564420. https://projecteuclid.org/euclid.tmj/1520564420


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