Fukushima's decomposition for diffusions associated with semi-Dirichlet forms

Details Fukushima's decomposition for diffusions associated with semi-Dirichlet forms Fukushima's decomposition for diffusions associated with semi-Dirichlet forms

2011-04-15

arxiv.org/abs/1104.2951v2

Mathematics

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Scientific paper

Diffusion processes associated with semi-Dirichlet forms are studied in the
paper. The main results are Fukushima's decomposition for the diffusions and a
transformation formula for the corresponding martingale part of the
decomposition. The results are applied to some concrete examples.

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