Stochastic calculus for symmetric Markov processes

• 成果类型: Article
• 署名作者: Chen, Z. -Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T. -S.
• 署名单位: University of Washington; University of Washington Seattle; University of California System; University of California San Diego; Kumamoto University; University of Manchester
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/07-AOP347
• 发表日期: 2008
• 页码: 931-970
• 关键词: dirichlet forms; functionals

摘要

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 Ito formula for Dirichlet processes is obtained.