Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms
Probability
2015-06-03 v2
Abstract
Nakao's stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. Ito's formula in terms of the extended stochastic integrals is obtained.
Keywords
Cite
@article{arxiv.1111.3257,
title = {Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms},
author = {Chuan-Zhong Chen and Li Ma and Wei Sun},
journal= {arXiv preprint arXiv:1111.3257},
year = {2015}
}
Comments
An additional note has been added between the Acknowledgments part and the References part on page 11