Stochastic Integration with respect to additive functionals of zero quadratic variation

Details Stochastic Integration with respect to additive functionals of zero quadratic variation Stochastic Integration with respect to additive functionals of zero quadratic variation

2011-12-06

arxiv.org/abs/1112.1241v2

Mathematics

Probability

20 pages

Scientific paper

We consider a Markov process X associated to a non-necessarily symmetric
Dirichlet form E. We define a stochastic integral with respect to a class of
additive functionals of zero quadratic variation and then we obtain an It\^o
formula for the process u(X), when u is locally in the domain of \E.

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