Stochastic calculus for symmetric Markov processes
Chen, Z.-Q. ; Fitzsimmons, P. J. ; Kuwae, K. ; Zhang, T.-S.
Ann. Probab., Tome 36 (2008) no. 1, p. 931-970 / Harvested from Project Euclid
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Using time-reversal, we introduce a stochastic integral for zero-energy additive functionals of symmetric Markov processes, extending earlier work of S. Nakao. Various properties of such stochastic integrals are discussed and an Itô formula for Dirichlet processes is obtained.
Publié le : 2008-05-15
Classification:  Symmetric Markov process,  time reversal,  stochastic integral,  generalized Itô formula,  additive functional,  martingale additive functional,  dual additive functional,  Revuz measure,  dual predictable projection,  31C25,  60J57,  60J55,  60H05 
@article{1207749086,
     author = {Chen, Z.-Q. and Fitzsimmons, P. J. and Kuwae, K. and Zhang, T.-S.},
     title = {Stochastic calculus for symmetric Markov processes},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 931-970},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1207749086}
}

Chen, Z.-Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T.-S. Stochastic calculus for symmetric Markov processes. Ann. Probab., Tome 36 (2008) no. 1, pp.  931-970. http://gdmltest.u-ga.fr/item/1207749086/