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arXiv · 1112.1241

Stochastic integration with respect to additive functionals of zero quadratic variation

Alexander Walsh
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Abstract

We consider a Markov process $X$ associated to a nonnecessarily symmetric Dirichlet form $\mathcal{E}$. We define a stochastic integral with respect to a class of additive functionals of zero quadratic variation and then we obtain an Itô formula for the process $u(X)$, when $u$ is locally in the domain of $\mathcal{E}$.

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Alexander Walsh. 2013-12-17. Stochastic integration with respect to additive functionals of zero quadratic variation. https://doi.org/10.3150/12-bej457

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