Stochastic calculus over symmetric Markov processes with time reversal
نویسندگان
چکیده
منابع مشابه
Stochastic Calculus for Symmetric Markov Processes
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 Itô formula for Dirichlet processes is obtained. AMS 2000 Mathematics Subject Classification: Primary 31C25; Secondary 60J57, 60J55, 60H05.
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ژورنال
عنوان ژورنال: Nagoya Mathematical Journal
سال: 2015
ISSN: 0027-7630,2152-6842
DOI: 10.1215/00277630-3335905