Stochastic calculus over symmetric Markov processes with time reversal

DOI10.1215/00277630-3335905zbMath1336.60104OpenAlexW2192696768MaRDI QIDQ2788616

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Publication date: 19 February 2016

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.nmj/1448980489

zbMATH Keywords

semimartingalesMarkov processesboundary value problemDirichlet formsmartingale additive functionalsstochastic integralsItō integralFeynman-Kac transformGirsanov transformFukushima decompositionFisk-Stratonovich integraltime reversal operatordual predictable projectionLyons-Zheng decompositionprogressively additive functionals

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Probabilistic potential theory (60J45) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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Cites Work

• Errata: Stochastic calculus over symmetric Markov processes without time reversal
• On general perturbations of symmetric Markov processes
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• Time-reversal and elliptic boundary value problems
• Stochastic calculus for symmetric Markov processes
• Perturbation of symmetric Markov processes
• Gaugeability and conditional gaugeability
• Maximum Principles for Subharmonic Functions Via Local Semi-Dirichlet Forms
• Stochastic calculus for continuous additive functionals of zero energy
• Subcriticality and Gaugeability of the Schrodinger Operator
• Markov processes and their functional in duality
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