Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248)

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scientific article; zbMATH DE number 6254567
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    Stochastic integration with respect to additive functionals of zero quadratic variation
    scientific article; zbMATH DE number 6254567

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      Stochastic integration with respect to additive functionals of zero quadratic variation (English)
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      4 February 2014
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      The aim of the paper is to define the integral \(\int_0^t f(X_s)dC_s\) for a Markov process \(X\) associated to a non-necessarily symmetric regular Dirichlet form \(({\mathcal E}, {\mathcal F})\) in the Hilbert space \(L^2(E,m)\). Here, \(f\) is locally in \({\mathcal F}\) and \(C\) is a locally continuous additive functional with zero quadratic variation. This is done with the aid of many results hold for non-symmetric Dirichlet form as well as symmetric ones. The new integral leads to an Itō formula which is proved according to an extension of the Fukushima decomposition a result of which is a generalization of the Itō-Levy decomposition for Levy processes.
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      additive functional
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      Dirichlet form
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      Fukushima decomposition
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      Itō formula
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      Markov process
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      stochastic calculus
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      quadratic variation
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      zero energy process
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