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arXiv · 1104.2951

Fukushima's decomposition for diffusions associated with semi-Dirichlet forms

Li Ma·Zhi-Ming Ma·Wei Sun
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Abstract

Diffusion processes associated with semi-Dirichlet forms are studied in the paper. The main results are Fukushima's decomposition for the diffusions and a transformation formula for the corresponding martingale part of the decomposition. The results are applied to some concrete examples.

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Li Ma, Zhi-Ming Ma, Wei Sun. 2011-08-15. Fukushima's decomposition for diffusions associated with semi-Dirichlet forms. https://arxiv.org/abs/1104.2951

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