Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||||||||||||||
(5 intermediate revisions by 4 users not shown) | |||||||||||||||
aliases / en / 0 | aliases / en / 0 | ||||||||||||||
Stochastic calculus over symmetric Markov processes without time reversal | |||||||||||||||
description / en | description / en | ||||||||||||||
scientific article | scientific article; zbMATH DE number 5776089 | ||||||||||||||
Property / title | |||||||||||||||
Stochastic calculus over symmetric Markov processes without time reversal (English) | |||||||||||||||
Property / title: Stochastic calculus over symmetric Markov processes without time reversal (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1206.31009 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1214/09-AOP516 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / publication date | |||||||||||||||
30 August 2010
| |||||||||||||||
Property / publication date: 30 August 2010 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / review text | |||||||||||||||
The author advances previous results on stochastic calculus over symmetric Markov processes without time reversal to a superior refinement. Specifically, he establishes stochastic integrals both of Itô-type and of Fisk-Stratonovich-type by Dirichlet processes, using an extension of Nakao's divergence-like continuous additive functional of zero energy to a continuous additive functional locally of zero energy, for a class of locally square integrable martingale additive functionals. | |||||||||||||||
Property / review text: The author advances previous results on stochastic calculus over symmetric Markov processes without time reversal to a superior refinement. Specifically, he establishes stochastic integrals both of Itô-type and of Fisk-Stratonovich-type by Dirichlet processes, using an extension of Nakao's divergence-like continuous additive functional of zero energy to a continuous additive functional locally of zero energy, for a class of locally square integrable martingale additive functionals. / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 5776089 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Dirichlet process | |||||||||||||||
Property / zbMATH Keywords: Dirichlet process / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / MaRDI profile type | |||||||||||||||
Property / MaRDI profile type: MaRDI publication profile / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / arXiv ID | |||||||||||||||
Property / arXiv ID: 1010.3590 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q4065773 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Stochastic Integration with Jumps / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Stochastic calculus for symmetric Markov processes / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Perturbation of symmetric Markov processes / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: On general perturbations of symmetric Markov processes / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Absolute continuity of symmetric Markov processes. / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Heat kernel estimates for jump processes of mixed types on metric measure spaces / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Quasi-homeomorphisms of Dirichlet forms / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q3911792 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q3911166 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Dirichlet forms and symmetric Markov processes / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q4274285 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q3774629 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: On Square Integrable Martingales / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Stratonovich stochastic differential equations driven by general semimartingales / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Functional calculus for Dirichlet forms / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Errata: Stochastic calculus over symmetric Markov processes without time reversal / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Decomposition of Dirichlet processes and its applications / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q3800836 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q4151478 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Stochastic calculus for continuous additive functionals of zero energy / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q3996259 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q4937701 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q4040434 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / cites work | |||||||||||||||
Property / cites work: Q4497395 / rank | |||||||||||||||
Normal rank | |||||||||||||||
links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 03:54, 3 July 2024
scientific article; zbMATH DE number 5776089
- Stochastic calculus over symmetric Markov processes without time reversal
Language | Label | Description | Also known as |
---|---|---|---|
English | Errata: Stochastic calculus over symmetric Markov processes without time reversal |
scientific article; zbMATH DE number 5776089 |
|
Statements
Errata: Stochastic calculus over symmetric Markov processes without time reversal (English)
0 references
Stochastic calculus over symmetric Markov processes without time reversal (English)
0 references
10 December 2012
0 references
30 August 2010
0 references
The author provides stochastic calculus over symmetric Markov processes without time reversal. In the present note, he mentions a mistake in his Theorem 2.1 [Ann. Probab. 38, No. 4, 1532--1569 (2010; Zbl 1206.31009)].
0 references
The author advances previous results on stochastic calculus over symmetric Markov processes without time reversal to a superior refinement. Specifically, he establishes stochastic integrals both of Itô-type and of Fisk-Stratonovich-type by Dirichlet processes, using an extension of Nakao's divergence-like continuous additive functional of zero energy to a continuous additive functional locally of zero energy, for a class of locally square integrable martingale additive functionals.
0 references
symmetric Markov processes
0 references
Fukushima decomposition
0 references
Dirichlet process
0 references