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Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms |
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| Authors: | ChuanZhong Chen Li Ma Wei Sun |
| Affiliation: | 1. School of Mathematics and Statistics, Hainan Normal University, Haikou, 571158, China 2. Department of Mathematics and Statistics, Concordia University, Montreal, H3G 1M8, Canada |
| 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. It???s formula in terms of the extended stochastic integrals is obtained. |
| Keywords: | non-symmetric Dirichlet form Fukushima’s decomposition continuous additive functional of zero energy stochastic integral It o’s formula |
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