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5. Some New results on Fukushimas decomposition and stochastic calculus

Some New results on Fukushimas decomposition and stochastic calculus

来源 :The 24th International Workshop on Matrices and Statistics(第 | 被引量 : 0次 | 上传用户：LeoPark

【摘 要】

：

　　Let (ε, D(ε)) be a quasi-regular semi-Dirichlet form and ( Xi)t≥0 be the associated Markov process. For u∈D(ε)lx ,denote Aiuu(Xi)-u(X0) and Ftu:= ∑01.

【作 者】

：

Li Ma 

【机 构】

：

HainanNormalUniversity,Haikou,China

【出 处】

：

The 24th International Workshop on Matrices and Statistics(第

【发表日期】

：

2015年5期

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论文部分内容阅读

　　Let (ε, D(ε)) be a quasi-regular semi-Dirichlet form and ( Xi)t≥0 be the associated Markov process. For u∈D(ε)lx ,denote Aiuu(Xi)-u(X0) and Ftu:= ∑01.We show that there exist a unique locally square integrable martingale additive functional(Y)and a unique continuous local additive functional (Z) of zero quadratic variation such that Atu=Ytu+Ztu+Ftu. Further, we define the stochastic integral t∫0V(X(s-))dAu , for V∈D(ε) loc and derive the related Itos formula.

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