演講訊息 TALKS

摘要: Ito’s formula plays an important role in stochastic analysis. However, in most textbook Ito’s formula holds only for semimartingales, which is a summation of local martingales and bounded variation processes. Dirichlet process, which is a summation of local martingale and continuous additive functionals with zero energy, is not necessarily a semimartingale. In this topic, we will first extend Nakao’s stochastic integrals for continuous additive functionals of zero energy from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. Then we obtain Itˆo’s formula in terms of the extended stochastic integrals.