Extended Itô calculus for symmetric Markov processes

DOI10.3150/11-BEJ377zbMath1278.60114arXiv1211.5272MaRDI QIDQ1932222

Alexander Walsh

Publication date: 17 January 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.5272

zbMATH Keywords

stochastic calculusadditive functionalIto formulaFukushima decompositionsymmetric Markov processzero energy process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (2)

Stochastic integration with respect to additive functionals of zero quadratic variation ⋮ Stochastic calculus for Markov processes associated with semi-Dirichlet forms

Cites Work

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• Integration with respect to local time
• Absolute continuity of symmetric Markov processes.
• Stochastic calculus for symmetric Markov processes
• Local time-space stochastic calculus for Lévy processes
• Maximum Principles for Subharmonic Functions Via Local Semi-Dirichlet Forms
• Stochastic calculus for continuous additive functionals of zero energy
• Local Time-Space Calculus for Reversible Semimartingales

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