Stochastic calculus for symmetric Markov processes
From MaRDI portal
Publication:2427053
DOI10.1214/07-AOP347zbMath1142.31005arXiv0806.2044MaRDI QIDQ2427053
Kazuhiro Kuwae, Zhen-Qing Chen, Patrick J. Fitzsimmons, Tu-Sheng Zhang
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
31C25: Dirichlet forms
60H05: Stochastic integrals
60J55: Local time and additive functionals
60J57: Multiplicative functionals and Markov processes
Related Items
A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients, Reflecting random walk in fractal domains, Errata for stochastic calculus for symmetric Markov processes, Local time-space calculus for symmetric Lévy processes, Errata: Stochastic calculus over symmetric Markov processes without time reversal, On the generalized Feynman-Kac transformation for nearly symmetric Markov processes, A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients, On general perturbations of symmetric Markov processes, \(L^p\)-independence of spectral bounds of Feynman-Kac semigroups by continuous additive functionals, Extended Itô calculus for symmetric Markov processes, Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms, Discrete approximation of symmetric jump processes on metric measure spaces, On a representation of additive functionals of zero quadratic variation, Time-reversal and elliptic boundary value problems, Stochastic integration with respect to additive functionals of zero quadratic variation, Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces, Discrete approximations to reflected Brownian motion
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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item