Stochastic calculus related to non-symmetric Dirichlet forms

zbMATH Open0625.60087MaRDI QIDQ579762FDOQ579762

Authors: Jai Heui Kim 

Publication date: 1987

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

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zbMATH Keywords

quadratic variationmartingale theoryBeurling-Deny formulaenergy of additive functionalsnon-symmetric Dirichlet space

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic analysis (60H99) Probabilistic potential theory (60J45)

Cited In (21)

• On a representation of additive functionals of zero quadratic variation
• On a class of non-symmetric diffusions containing fully nonsymmetric distorted Brownian motions
• On reflected Dirichlet spaces
• Stochastic calculus for Markov processes associated with semi-Dirichlet forms
• Decomposition of a class of functionals
• About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process
• ExponentialL 2-convergence andL 2-spectral gap for Markov processes
• An invariance principle for non-symmetric Markov processes and reflecting diffusions in random domains
• Quadratic variation and energy
• Extensions of Lévy-Khintchine formula and Beurling-Deny formula in semi-Dirichlet forms setting
• Stochastic calculus of generalized Dirichlet forms and applications to stochastic differential equations in infinite dimensions
• Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms
• Solving semilinear differential equations by probabilistic methods
• TIME-DEPENDENT DIRICHLET FORMS AND RELATED STOCHASTIC CALCULUS
• Title not available (Why is that?)
• On Dirichlet forms and semi-Dirichlet forms. Remarks on the book ``Semi-Dirichlet forms and Markov processes by Yoichi Oshima
• Title not available (Why is that?)
• On representations of non-symmetric Dirichlet forms
• Stochastic integration with respect to additive functionals of zero quadratic variation
• Stochastic representation of diffusions corresponding to divergence form operators
• Title not available (Why is that?)

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