We study the Fukushima decomposition of functions on the sample paths of a Markov processand and, using the subordination in Bochner sense, we give examples of functions which are Dirichlet processes but not semi-martingales on the paths of a Markov process.
@article{hal-00451771,
author = {Bouleau, Nicolas},
title = {Op\'erateur carr\'e du champ, subordinateurs et processus de Dirichlet},
journal = {HAL},
volume = {1983},
number = {0},
year = {1983},
language = {fr},
url = {http://dml.mathdoc.fr/item/hal-00451771}
}
Bouleau, Nicolas. Opérateur carré du champ, subordinateurs et processus de Dirichlet. HAL, Tome 1983 (1983) no. 0, . http://gdmltest.u-ga.fr/item/hal-00451771/