Errata for stochastic calculus for symmetric Markov processes

DOI10.1214/11-AOP684zbMATH Open1241.31011arXiv1205.5682OpenAlexW2005863643MaRDI QIDQ428155FDOQ428155

Authors: Zhen-Qing Chen, Patrick J. Fitzsimmons, Kazuhiro Kuwae, Tu-Sheng Zhang 

Publication date: 19 June 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: This erratum corrects the article arXiv:0806.2044 published in Ann. Probab. 36 (2008) 931--970

Full work available at URL: https://arxiv.org/abs/1205.5682

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zbMATH Keywords

Markov processtime reversalstochastic integralgeneralized Itô formula

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stochastic integrals (60H05) Local time and additive functionals (60J55) Multiplicative functionals and Markov processes (60J57)

Cites Work

• Stochastic calculus for symmetric Markov processes
• On general perturbations of symmetric Markov processes
• Perturbation of symmetric Markov processes

Cited In (4)

• Erratum to: ``Two-sided estimates for the transition densities of symmetric Markov processes dominated by stable-like processes in \(C^{1, \eta}\) open sets
• Erratum to: ``Itô's formula for noncommutative \(C^2\) functions of free Itô processes
• Title not available (Why is that?)
• Erratum to: ``Intrinsic ultracontractivity for non-symmetric Lévy processes [Forum Math. 21 (2009) 43-66]

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