Fukushima type decomposition for semi-Dirichlet forms

Zhi-Ming Ma; Wei Sun; Li-Fei Wang

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arXiv · 1402.4341

Fukushima type decomposition for semi-Dirichlet forms

Zhi-Ming Ma·Wei Sun·Li-Fei Wang

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Abstract

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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Zhi-Ming Ma, Wei Sun, Li-Fei Wang. 2014-02-18. Fukushima type decomposition for semi-Dirichlet forms. https://arxiv.org/abs/1402.4341

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