Itô formula for uniformly elliptic diffusions and Dirichlet processes (Q1876622)

The authors consider uniformly elliptic diffusions \(X\) on \(\mathbb R^d\) and give a weak condition on a function \(F\in H^1_{loc}\) for \(F(X)\) to be a Dirichlet process in the sense of Fukushima [see: \textit{M. Fukushima, Y. Oshima, M. Takeda}, Dirichlet forms and symmetric Markov processes. Berlin: Walter de Gruyter (1994; Zbl 0838.31001)]. Their results also give control of the quadratic oscillations of the process \(F(X)\) for small times. A stochastic calculus is also developed for \(X\), constructing, under some supplementary assumptions on \(F\), the integral \(\int_0^t \nabla F (X_s ) \,dX_s\) and proving a corresponding Itô formula.