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 ext...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.展开更多
In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measu...In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measure of time changed process.展开更多
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)
文摘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.
基金the National Natural Science Foundation of China (Grant No. 10771131)the National Basic Research Program of China (973 Program) (Grant No. 2007CB814904)
文摘In this paper, we shall study how energy functionals and Revuz measures change under time change of Markov processes and provide an intuitive and direct approach to the computation of the Levy system and jumping measure of time changed process.
