Fukushima's decomposition for diffusions associated with semi-Dirichlet forms
Probability
2011-08-16 v2
Abstract
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.
Cite
@article{arxiv.1104.2951,
title = {Fukushima's decomposition for diffusions associated with semi-Dirichlet forms},
author = {Li Ma and Zhi-Ming Ma and Wei Sun},
journal= {arXiv preprint arXiv:1104.2951},
year = {2011}
}