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

By Li Ma, Zhi-Ming Ma and Wei Sun

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

Topics: Mathematics - Probability, 31C25, 60J60
Year: 2011
OAI identifier: oai:arXiv.org:1104.2951
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