Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722)
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scientific article; zbMATH DE number 5776089
- Stochastic calculus over symmetric Markov processes without time reversal
| Language | Label | Description | Also known as |
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| English | Errata: Stochastic calculus over symmetric Markov processes without time reversal |
scientific article; zbMATH DE number 5776089 |
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Errata: Stochastic calculus over symmetric Markov processes without time reversal (English)
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Stochastic calculus over symmetric Markov processes without time reversal (English)
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10 December 2012
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30 August 2010
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The author provides stochastic calculus over symmetric Markov processes without time reversal. In the present note, he mentions a mistake in his Theorem 2.1 [Ann. Probab. 38, No. 4, 1532--1569 (2010; Zbl 1206.31009)].
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The author advances previous results on stochastic calculus over symmetric Markov processes without time reversal to a superior refinement. Specifically, he establishes stochastic integrals both of Itô-type and of Fisk-Stratonovich-type by Dirichlet processes, using an extension of Nakao's divergence-like continuous additive functional of zero energy to a continuous additive functional locally of zero energy, for a class of locally square integrable martingale additive functionals.
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symmetric Markov processes
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Fukushima decomposition
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Dirichlet process
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