Stochastic calculus for symmetric Markov processes

Details Stochastic calculus for symmetric Markov processes Stochastic calculus for symmetric Markov processes

2008-06-12

arxiv.org/abs/0806.2044v1

Annals of Probability 2008, Vol. 36, No. 3, 931-970

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/07-AOP347 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of

Scientific paper

10.1214/07-AOP347

Using time-reversal, we introduce a stochastic integral for zero-energy
additive functionals of symmetric Markov processes, extending earlier work of
S. Nakao. Various properties of such stochastic integrals are discussed and an
It\^{o} formula for Dirichlet processes is obtained.

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