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

页码：97 / 119

页数：23

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