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arXiv · 1111.3257

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

Chuan-Zhong Chen·Li Ma·Wei Sun
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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. Ito's formula in terms of the extended stochastic integrals is obtained.

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Chuan-Zhong Chen, Li Ma, Wei Sun. 2011-11-14. Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms. https://doi.org/10.1007/s11425-012-4517-5

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