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

Published 15 Apr 2011 in math.PR | (1104.2951v2)

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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