scientific article; zbMATH DE number 1520330
The author studies stochastic processes associated to so called generalized Dirichlet forms. He continues previous work by \textit{W. Stannat} [Dissertation, Univ. Bielefeld (1996; Zbl 0868.31010)], where these processes are constructed. The arguments in \textit{M. Fukushima, Y. Oshima} and \textit{M. Takeda} [Dirichlet forms and symmetric Markov processes. de Gruyter, Berlin (1994; Zbl 0838.31001)] are adapted to the more delicate situation. In Chapter 1 the theory of smooth measures, measures of finite energy integrals and an analytic description of the \({\mathcal E}\)-exceptional sets via an appropriate subclass of such measures is given in the new framework. In Chapter 2 the injectivity of the Revuz correspondance related to the PCAF's of the associated process is shown. In contrast to the classical theory the bijectivity of this correspondance remains open. Furthermore, Fukushima's decomposition of additive functionals, an extension of it to functions not necessarily in the domain of the generalized Dirichlet form, and a chain rule for the martingale part of the decomposition are presented. In Chapter 3 we find a notion of locality that ensures continuous paths up to the lifetime. A localization through an \({\mathcal E}\)-nest of compact sets of the Fukushima decomposition is formulated for generalized Dirichlet forms. For such forms satisfying a diagonal estimate through an energy form on a suitable alge bra of functions an Itô formula for \(C^1\)-functions is derived. This implies for instance a time dependent Itô formula for \(C^1\)-functions with locally uniformly strictly elliptic coefficients. Chapter 4 contains various applications of the above theory to finite and infinite dimensional settings.
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