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Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms 被引量：4

Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms
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摘要 Nakao's stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting.It 's formula in terms of the extended stochastic integrals is obtained. Nakao＇s stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. ItS＇s formula in terms of the extended stochastic integrals is obtained.
作者 CHEN ChuanZhong MA Li SUN Wei
机构地区 School of Mathematics and Statistics Department of Mathematics and Statistics
出处 《Science China Mathematics》 SCIE 2012年第11期2195-2203,共9页 中国科学：数学（英文版）
基金 supported by National Natural Science Foundation of China (Grant No.10961012) Natural Sciences and Engineering Research Council of Canada (Grant No. 311945-2008)
关键词 随机积分 非对称 狄氏型 马氏过程 微积分 添加剂 设置 泛函 non-symmetric Dirichlet form, Fukushima＇s decomposition, continuous additive functional of zeroenergy, stochastic integral, Ito＇s formula
分类号 O211.6 [理学—概率论与数理统计] TN914.3 [电子电信—通信与信息系统]
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参考文献16

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同被引文献38

  • 1XI Fubao & ZHAO Liqin Department of Mathematics, Beijing Institute of Technology, Beijing 100081, China,School of Mathematical Sciences, Beijing Normal University, Beijing 100875, China.On the stability of diffusion processes with state-dependent switching[J].Science China Mathematics,2006,49(9):1258-1274. 被引量：5
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Science China Mathematics
2012年 第11期

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