Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms  

作　　者：CHEN ChuanZhong MA Li SUN Wei 

机构地区：[1]School of Mathematics and Statistics,Hainan Normal University,Haikou 571158,China [2]Department of Mathematics and Statistics,Concordia University,Montreal H3G 1M8,Canada

出　　处：《Science China Mathematics》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)

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. ItS＇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.It 's formula in terms of the extended stochastic integrals is obtained.

关 键 词：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[理学—数学]