Stochastic calculus over symmetric Markov processes with time reversal
DOI10.1215/00277630-3335905zbMath1336.60104OpenAlexW2192696768MaRDI QIDQ2788616
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Publication date: 19 February 2016
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.nmj/1448980489
semimartingalesMarkov processesboundary value problemDirichlet formsmartingale additive functionalsstochastic integralsItō integralFeynman-Kac transformGirsanov transformFukushima decompositionFisk-Stratonovich integraltime reversal operatordual predictable projectionLyons-Zheng decompositionprogressively additive functionals
Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Probabilistic potential theory (60J45) Stochastic integrals (60H05) Local time and additive functionals (60J55)
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Cites Work
- Errata: Stochastic calculus over symmetric Markov processes without time reversal
- On general perturbations of symmetric Markov processes
- Functional calculus for Dirichlet forms
- Decomposition of Dirichlet processes and its applications
- Time-reversal and elliptic boundary value problems
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- Maximum Principles for Subharmonic Functions Via Local Semi-Dirichlet Forms
- Stochastic calculus for continuous additive functionals of zero energy
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