Stochastic calculus for continuous additive functionals of zero energy

DOI10.1007/BF00535345zbMath0604.60068MaRDI QIDQ3740758

Shintaro Nakao

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

symmetric Markov processeshomogeneization problemadditive functionals with zero energystochastic calculus for additive functionals

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05)

Related Items (27)

Generalized integration and stochastic ODEs ⋮ Limit theorems for a class of diffusion processes ⋮ Magnetic Energies and Feynman–Kac–Itô Formulas for Symmetric Markov Processes ⋮ Absolute continuity of symmetric diffusions ⋮ Stochastic analysis on extended sample space and a tightness result ⋮ Stochastic calculus for continuous additive functionals of zero energy ⋮ On conditional diffusion processes ⋮ Magnetic Laplacians of locally exact forms on the Sierpinski gasket ⋮ Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups ⋮ Extended Itô calculus for symmetric Markov processes ⋮ Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms ⋮ Stochastic calculus for symmetric Markov processes ⋮ Stochastic integration with respect to additive functionals of zero quadratic variation ⋮ On a representation of additive functionals of zero quadratic variation ⋮ Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces ⋮ Non-symmetric perturbations of symmetric Dirichlet forms. ⋮ DRIFT TRANSFORMATIONS OF SYMMETRIC DIFFUSIONS, AND DUALITY ⋮ Perturbation of symmetric Markov processes ⋮ Dirichlet form associated with the \(\Phi_3^4\) model ⋮ Stochastic calculus for Markov processes associated with semi-Dirichlet forms ⋮ Errata: Stochastic calculus over symmetric Markov processes without time reversal ⋮ A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients ⋮ Superposition operators on Dirichlet spaces ⋮ Time-reversal and elliptic boundary value problems ⋮ Stochastic calculus over symmetric Markov processes with time reversal ⋮ On general perturbations of symmetric Markov processes ⋮ Finite Energy Coordinates and Vector Analysis on Fractals

Cites Work

• A transformation of a symmetric Markov process and the Donsker-Varadhan theory
• On some representations of continuous additive functionals locally of zero energy
• On additive functionals admitting exceptional sets
• Integral of differential forms along the path of diffusion processes
• Systemes de Levy des processus de Markov
• Stochastic calculus for continuous additive functionals of zero energy
• A decomposition of additive functionals of finite energy
• Mesures associées à une forme de Dirichlet. Applications
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