Stochastic calculus related to non-symmetric Dirichlet forms (Q579762)
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scientific article; zbMATH DE number 4015867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus related to non-symmetric Dirichlet forms |
scientific article; zbMATH DE number 4015867 |
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Stochastic calculus related to non-symmetric Dirichlet forms (English)
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1987
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Let (a,H) be a regular non-symmetric Dirichlet space on \(L^ 2(X,m)\) and \(M=(P_ x,X_ t)\) the Hunt process associated with a. The author defined the energy of additive functionals (AF for short) A by \[ e(A)=\lim_{\alpha \to \infty}(\alpha^ 2/2)\int_{X}E_ x[\int^{\infty}_{0}e^{-\alpha t}A^ 2_ t dt]m(dx), \] if the limit exists, and proved that for any \(u\in H\), the AF \(A_ t^{[u]}=\tilde u(X_ t)-\tilde u(X_ 0)\) (\(\tilde u\) is a q.c. version of u) has a unique decomposition \[ A^{[u]}=M^{[u]}+N^{[u]} =\overset{c} M^{[u]}+\overset{j} M^{[u]}+\overset{k} M^{[u]}+N^{[u]}, \] where \(N^{[u]}\) is a continuous AF of zero energy and \(\overset{c} M^{[u]}\), \(\overset{j} M^{[u]}\) and \(\overset{k} M^{[u]}\) are the continuous, jumping and killing part of the martingale AF \(M^{[u]}\) of finite energy, respectively. Letting \(\mu^{\alpha}_{<u,v>}\) be the measure corresponding to the quadratic variation \(<\overset\alpha M^{[u]},\overset\alpha M^{[v]}>\), \(\alpha =c,j,k,\hat k\), a representation of the Beurling-Deny formula for a by \(\mu^{\alpha}_{<u,v>}\), \(\alpha =c,j,k,\hat k\), and an alternative proof of the derivation property of \(\mu^{c}_{<u,v>}\) by martingale theory were given. Here \(\overset{\hat k} M^{[u]}\) is the co-killing part of \(M^{[u]}.\) Finally it was proved that a Brownian motion with oblique reflection on a half plane and the process treated by \textit{H. Osada} (preprint) are associated with non-symmetric Dirichlet spaces.
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non-symmetric Dirichlet space
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energy of additive functionals
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quadratic variation
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Beurling-Deny formula
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martingale theory
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