Stochastic calculus over symmetric Markov processes without time reversal

Details Stochastic calculus over symmetric Markov processes without time reversal Stochastic calculus over symmetric Markov processes without time reversal

2010-10-18

arxiv.org/abs/1010.3590v1

Annals of Probability 2010, Vol. 38, No. 4, 1532-1569

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/09-AOP516 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/09-AOP516

We refine stochastic calculus for symmetric Markov processes without using time reverse operators. Under some conditions on the jump functions of locally square integrable martingale additive functionals, we extend Nakao's divergence-like continuous additive functional of zero energy and the stochastic integral with respect to it under the law for quasi-everywhere starting points, which are refinements of the previous results under the law for almost everywhere starting points. This refinement of stochastic calculus enables us to establish a generalized Fukushima decomposition for a certain class of functions locally in the domain of Dirichlet form and a generalized It\^{o} formula.

Affiliated with

Also associated with

No associations

Rating

Stochastic calculus over symmetric Markov processes without time reversal does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Stochastic calculus over symmetric Markov processes without time reversal, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Stochastic calculus over symmetric Markov processes without time reversal will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-306006