Tohoku Mathematical Journal, Second Series
Online ISSN : 2186-585X
Print ISSN : 0040-8735
ISSN-L : 0040-8735
STOCHASTIC CALCULUS FOR MARKOV PROCESSES ASSOCIATED WITH SEMI-DIRICHLET FORMS
Chuan-Zhong Chen, Li Ma, Wei Sun
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Keywords: Semi-Dirichlet form, Fukushima type decomposition, zero quadratic variation process, Nakao’s integral, Itô’s formula
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2018 Volume 70 Issue 1 Pages 97-119

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Abstract

We present a new Fukushima type decomposition in the framework of semi-Dirichlet forms. This generalizes the result of Ma, Sun and Wang [17, Theorem 1.4] by removing the condition (S). We also extend Nakao’s integral to semi-Dirichlet forms and derive Itô’s formula related to it.

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