Stochastic Calculus for Markov Processes Associated with Non-symmetric Dirichlet Forms
arXiv:1111.3257 · doi:10.1007/s11425-012-4517-5
Abstract
Nakao's stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. Ito's formula in terms of the extended stochastic integrals is obtained.
An additional note has been added between the Acknowledgments part and the References part on page 11