KMS Of Academy of mathematics and systems sciences, CAS
FUKUSHIMA TYPE DECOMPOSITION FOR SEMI-DIRICHLET FORMS | |
Ma, Zhi-Ming1; Sun, Wei2; Wang, Li-Fei3 | |
2016-03-01 | |
发表期刊 | TOHOKU MATHEMATICAL JOURNAL |
ISSN | 0040-8735 |
卷号 | 68期号:1页码:1-27 |
摘要 | We present a Fukushima type decomposition in the setting of general quasi regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to some concrete examples of semi-Dirichlet forms are given at the end of the paper. We discuss also the uniqueness question about the Doob-Meyer decomposition on optional sets of interval type. |
关键词 | Fukushima type decomposition quasi-regular semi-Dirichlet forms stochastic sets of interval type transformation formula for martingale additive functionals |
语种 | 英语 |
资助项目 | 973 project[2011CB808000] ; NCMIS ; NSFC[11021161] ; NSERC[311945-2013] |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics |
WOS记录号 | WOS:000375364700001 |
出版者 | TOHOKU UNIVERSITY |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/22561 |
专题 | 应用数学研究所 |
通讯作者 | Ma, Zhi-Ming; Sun, Wei; Wang, Li-Fei |
作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, 55 Zhong Guan Cun East Rd, Beijing 100190, Peoples R China 2.Concordia Univ, Dept Math & Stat, Montreal, PQ H3G 1M8, Canada 3.Hebei Normal Univ, Coll Math & Informat Sci, Shijiazhuang 050024, Peoples R China |
推荐引用方式 GB/T 7714 | Ma, Zhi-Ming,Sun, Wei,Wang, Li-Fei. FUKUSHIMA TYPE DECOMPOSITION FOR SEMI-DIRICHLET FORMS[J]. TOHOKU MATHEMATICAL JOURNAL,2016,68(1):1-27. |
APA | Ma, Zhi-Ming,Sun, Wei,&Wang, Li-Fei.(2016).FUKUSHIMA TYPE DECOMPOSITION FOR SEMI-DIRICHLET FORMS.TOHOKU MATHEMATICAL JOURNAL,68(1),1-27. |
MLA | Ma, Zhi-Ming,et al."FUKUSHIMA TYPE DECOMPOSITION FOR SEMI-DIRICHLET FORMS".TOHOKU MATHEMATICAL JOURNAL 68.1(2016):1-27. |
条目包含的文件 | 条目无相关文件。 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论