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Stochastic calculus for symmetric Markov processes

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 نشر من قبل Z.-Q. Chen
 تاريخ النشر 2008
  مجال البحث
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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 It^{o} formula for Dirichlet processes is obtained.



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