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arxiv: 1111.3257 · v2 · pith:7YLHG57Hnew · submitted 2011-11-14 · 🧮 math.PR

Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms

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keywords dirichletformsstochasticextendedintegralsnon-symmetricsettingadditive
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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.

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