Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms

Details Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms

2011-11-14

arxiv.org/abs/1111.3257v2

Mathematics

Probability

An additional note has been added between the Acknowledgments part and the References part on page 11

Scientific paper

Nakao's stochastic integrals for continuous additive functionals of zero
energy are extended from the symmetric Dirichlet forms setting to the
non-symmetric Dirichlet forms setting. Ito's formula in terms of the extended
stochastic integrals is obtained.

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