主講者:	陳傳鐘教授(海南師範大學)
講題:	Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms
時間:	2013-05-13 (Mon.)  14:00 -
地點:	數學所 722 研討室 (台大院區)
Abstract:	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 Ito’s formula in terms of the extended stochastic integrals.
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