STOCHASTIC CALCULUS FOR MARKOV PROCESSES ASSOCIATED WITH SEMI-DIRICHLET FORMS

被引：0
|
作者：
Chen, Chuan-Zhong [1 ]
Ma, Li [1 ]
Sun, Wei [2 ]
机构：
[1] Hainan Normal Univ, Sch Math & Stat, Haikou 571158, Hainan, Peoples R China
[2] Concordia Univ, Dept Math & Stat, Montreal, PQ H3G 1M8, Canada
来源：
TOHOKU MATHEMATICAL JOURNAL | 2018年 / 70卷 / 01期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Semi-Dirichlet form; Fukushima type decomposition; zero quadratic variation process; Nakao's integral; Ito's formula; ADDITIVE-FUNCTIONALS; DECOMPOSITION;
D O I：
10.2748/tmj/1520564420
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We present a new Fukushima type decomposition in the framework of semiDirichlet 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 Ito's formula related to it.
引用
收藏
页码：97 / 119
页数：23
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