FUKUSHIMA'S DECOMPOSITION FOR DIFFUSIONS ASSOCIATED WITH SEMI-DIRICHLET FORMS
Li Ma, Zhi-Ming Ma, Wei Sun · Stochastics and Dynamics · 2012
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.