Fukushima type decomposition for semi-Dirichlet forms
Probability
2014-02-19 v1
Abstract
We present a Fukushima type decomposition in the setting of general quasi-regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to some concrete examples of semi-Dirichlet forms are given at the end of the paper. We discuss also the uniqueness question about Doob-Meyer decomposition on optional sets of interval type.
Keywords
Cite
@article{arxiv.1402.4341,
title = {Fukushima type decomposition for semi-Dirichlet forms},
author = {Zhi-Ming Ma and Wei Sun and Li-Fei Wang},
journal= {arXiv preprint arXiv:1402.4341},
year = {2014}
}
Comments
arXiv admin note: text overlap with arXiv:1104.2951