Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722): Difference between revisions

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+Stochastic calculus over symmetric Markov processes without time reversal
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-scientific article
+scientific article; zbMATH DE number 5776089
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+Stochastic calculus over symmetric Markov processes without time reversal (English)
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+.31009
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+.1214/09-AOP516
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+August 2010Timestamp +2010-08-30T00:00:00Z
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+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.
+Normal rank
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+5776089
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+Dirichlet process
@@ Property / zbMATH Keywords: Dirichlet process / rank @@
+Normal rank
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+.3590
@@ Property / arXiv ID: 1010.3590 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4065773
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@@ Property / cites work @@
+Stochastic Integration with Jumps
@@ Property / cites work: Stochastic Integration with Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for symmetric Markov processes
+Normal rank
@@ Property / cites work @@
+Perturbation of symmetric Markov processes
@@ Property / cites work: Perturbation of symmetric Markov processes / rank @@
+Normal rank
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+On general perturbations of symmetric Markov processes
+Normal rank
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+Absolute continuity of symmetric Markov processes.
+Normal rank
@@ Property / cites work @@
+Heat kernel estimates for jump processes of mixed types on metric measure spaces
+Normal rank
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+Quasi-homeomorphisms of Dirichlet forms
@@ Property / cites work: Quasi-homeomorphisms of Dirichlet forms / rank @@
+Normal rank
@@ Property / cites work @@
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+Q3911166
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@@ Property / cites work @@
+Dirichlet forms and symmetric Markov processes
@@ Property / cites work: Dirichlet forms and symmetric Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4274285
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@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
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+On Square Integrable Martingales
@@ Property / cites work: On Square Integrable Martingales / rank @@
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@@ Property / cites work @@
+Stratonovich stochastic differential equations driven by general semimartingales
+Normal rank
@@ Property / cites work @@
+Functional calculus for Dirichlet forms
@@ Property / cites work: Functional calculus for Dirichlet forms / rank @@
+Normal rank
@@ Property / cites work @@
+Errata: Stochastic calculus over symmetric Markov processes without time reversal
+Normal rank
@@ Property / cites work @@
+Decomposition of Dirichlet processes and its applications
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@@ Property / cites work @@
+Q3800836
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+Normal rank
@@ Property / cites work @@
+Q4151478
@@ Property / cites work: Q4151478 / rank @@
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@@ Property / cites work @@
+Stochastic calculus for continuous additive functionals of zero energy
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
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@@ Property / cites work @@
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Latest revision as of 02:54, 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	Stochastic calculus over symmetric Markov processes without time reversal

Statements

instance of

scholarly article

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title

Errata: Stochastic calculus over symmetric Markov processes without time reversal (English)

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Stochastic calculus over symmetric Markov processes without time reversal (English)

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author

Kazuhiro Kuwae

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published in

The Annals of Probability

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publication date

10 December 2012

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30 August 2010

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full work available at URL

https://arxiv.org/abs/1010.3590

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https://projecteuclid.org/euclid.aop/1351258738

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review text

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)].

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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.

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reviewed by

Sophia L. Kalpazidou

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zbMATH Keywords

symmetric Markov processes

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Fukushima decomposition

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Dirichlet process

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MaRDI profile type