Stochastic calculus over symmetric Markov processes with time reversal (Q2788616)
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scientific article; zbMATH DE number 6543156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus over symmetric Markov processes with time reversal |
scientific article; zbMATH DE number 6543156 |
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Stochastic calculus over symmetric Markov processes with time reversal (English)
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19 February 2016
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Markov processes
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stochastic integrals
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martingale additive functionals
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Dirichlet forms
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Fukushima decomposition
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semimartingales
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Itō integral
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Fisk-Stratonovich integral
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time reversal operator
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Lyons-Zheng decomposition
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dual predictable projection
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progressively additive functionals
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Feynman-Kac transform
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Girsanov transform
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boundary value problem
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