Fukushima type decomposition for semi-Dirichlet forms
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🧮 math.PR
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decompositionformssemi-dirichlettypefukushimaadditiveapplicationsconcrete
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We present a Fukushima type decomposition in the setting of general quasi-regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to some concrete examples of semi-Dirichlet forms are given at the end of the paper. We discuss also the uniqueness question about Doob-Meyer decomposition on optional sets of interval type.
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