Stochastic Calculus for Symmetric Markov Processes
نویسندگان
چکیده
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.
منابع مشابه
Stochastic Calculus for Dirichlet Processes
Using time-reversal, we introduce the stochastic integration for zero-energy additive functionals of symmetric Markov processes, which extends an early 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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تاریخ انتشار 2007