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On Itô's formulae for additive functionals of symmetric diffusion processes

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Publication:2702441
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zbMATH Open0978.60089MaRDI QIDQ2702441

Masatoshi Fukushima

Publication date: 24 January 2002





zbMATH Keywords

semimartingalesadditive functionalsDirichlet formsdiffusion processes


Mathematics Subject Classification ID

Dirichlet forms (31C25) Probabilistic potential theory (60J45) Local time and additive functionals (60J55)



Related Items (3)

An Itô type formula for the additive stochastic heat equation ⋮ An extension of Itô's formula for elliptic diffusion processes ⋮ Symmetric reflected diffusions


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