Stochastic calculus for symmetric Markov processes

DOI10.1214/07-AOP347zbMath1142.31005arXiv0806.2044MaRDI QIDQ2427053

Zhen-Qing Chen, Kazuhiro Kuwae, Tu-Sheng Zhang, Patrick J. Fitzsimmons

Publication date: 15 May 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0806.2044

zbMATH Keywords

Markov process; time reversal; stochastic integral; generalized Ito formula

Mathematics Subject Classification ID

31C25: Dirichlet forms

60H05: Stochastic integrals

60J55: Local time and additive functionals

60J57: Multiplicative functionals and Markov processes

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Cites Work

• Introduction to the theory of (non-symmetric) Dirichlet forms
• Functional calculus for Dirichlet forms
• Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
• Dirichlet forms and symmetric Markov processes
• Non-symmetric perturbations of symmetric Dirichlet forms.
• Absolute continuity of symmetric Markov processes.
• Perturbation of symmetric Markov processes
• Stochastic calculus for continuous additive functionals of zero energy
• Quasi-homeomorphisms of Dirichlet forms
• Markov processes and their functional in duality
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