Stochastic integration with respect to additive functionals of zero quadratic variation

DOI10.3150/12-BEJ457zbMath1286.60049arXiv1112.1241OpenAlexW3101283006MaRDI QIDQ2435248

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1241

zbMATH Keywords

Markov process stochastic calculus Dirichlet form additive functional quadratic variation Itō formula Fukushima decomposition zero energy process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Related Items (2)

Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups ⋮ Stochastic calculus for Markov processes associated with semi-Dirichlet forms

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