Stochastic calculus for symmetric Markov processes (Q2427053): Difference between revisions
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Revision as of 06:06, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus for symmetric Markov processes |
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Stochastic calculus for symmetric Markov processes (English)
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15 May 2008
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The authors introduce a stochastic integral for zero-energy additive functionals of symmetric Markov Processes, generalizing a previous work of S. Nakao. Various properties of the defined integral are proved and in particular an Ito formula for Dirichlet processes is deduced.
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Markov process
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time reversal
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stochastic integral
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generalized Ito formula
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