Fukushima's decomposition for diffusions associated with semi-Dirichlet forms

2011/04/15 by Li Ma, Zhi-Ming Ma, Ma, Li +3 · 1 citation
Mathematics · #31C25 #60J60 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:31C25 #msc:60J60

paper · pdf · doi:10.48550/arxiv.1104.2951

arxiv created 2011/08/15 · arxiv updated 2011/08/16

Abstract

Diffusion processes associated with semi-Dirichlet forms are studied in the paper. The main results are Fukushima's decomposition for the diffusions and a transformation formula for the corresponding martingale part of the decomposition. The results are applied to some concrete examples.

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