Quelques calculs de compensateurs impliquant l'injectivit?? de certains processus croissants, pp.316-327, 1998. ,
DOI : 10.1007/BFb0094656
On It?????s formula for elliptic diffusion processes, Bernoulli, vol.13, issue.3, pp.820-830, 2007. ,
DOI : 10.3150/07-BEJ6049
Lévy Processes, 1996. ,
Dirichlet Forms and analysis on Wiener space, de Gruyter, 1991. ,
Sur la variation quadratique des temps locaux de certaines semimartingales, C. R. Acad. Sci. Paris, vol.292, pp.491-494, 1981. ,
Stochastic calculus for symmetric Markov processes, The Annals of Probability, vol.36, issue.3, pp.931-970, 2008. ,
DOI : 10.1214/07-AOP347
Perturbation of symmetric Markov processes, Probability Theory and Related Fields, vol.68, issue.1-2, pp.239-275, 2008. ,
DOI : 10.1007/s00440-007-0065-2
Absolute continuity of symmetric Markov processes, Ann. Probab, vol.32, issue.3A, pp.2067-2098, 2004. ,
Integration with respect to local time, Potential Anal, pp.303-328, 2000. ,
Local time???space stochastic calculus for L??vy processes, Stochastic Processes and their Applications, pp.757-778, 2006. ,
DOI : 10.1016/j.spa.2005.12.002
Local Time-Space Calculus for Reversible Semimartingales, Lecture Notes in Math, vol.1899, pp.137-146, 2007. ,
DOI : 10.1007/978-3-540-71189-6_6
URL : https://hal.archives-ouvertes.fr/hal-00168848
On the parabolic generator of a general one-dimensional L??vy process, Electronic Communications in Probability, vol.13, issue.0, pp.198-209, 2008. ,
DOI : 10.1214/ECP.v13-1366
An optimal It?? formula for L??vy processes, Electronic Communications in Probability, vol.14, issue.0, pp.202-209, 2009. ,
DOI : 10.1214/ECP.v14-1469
Itô formula for C 1,? -functions of a c`adì ag process, pp.191-221, 2002. ,
Even and odd continuous additive functionals, Dirichlet Forms and Stochastic Processes, pp.138-154, 1995. ,
DOI : 10.1515/9783110880052.139
Non-symmetric perturbations of symmetric Dirichlet forms, Journal of Functional Analysis, vol.208, issue.1, pp.140-162, 2004. ,
DOI : 10.1016/j.jfa.2003.10.005
Quadratic Covariation and an Extension of Ito's Formula, Bernoulli, vol.1, issue.1/2, pp.149-169, 1995. ,
DOI : 10.2307/3318684
A decomposition of additive functionals of finite energy, Nagoya Mathematical Journal, vol.39, pp.137-168, 1979. ,
DOI : 10.1137/1114042
Dirichlet Forms and Markov Processes. North-Holland, 1980. ,
Dirichlet forms and symmetric Markov processes. de Gruyter, 1994. ,
Local Time-Space Calculus and Extensions of It?????s Formula, Proc. High Dim. Probab. III, pp.177-192, 2002. ,
DOI : 10.1007/978-3-0348-8059-6_11
On representation of Non-Symmetric Dirichlet Forms. Potential Anal, pp.101-131, 2010. ,
Stochastic differential equations and diffusion processes, second edition, North-Holland and Kodansha, 1989. ,
Grossissement initial, hypothse (H') et théoréme de Girsanov. Grossissements de Filtrations : Exemples et Applications, Lecture Notes in Math, pp.15-35, 1118. ,
Stochastic calculus related to Non-Symmetric Dirichlet Forms, Osaka J. Math, vol.24, pp.331-371, 1986. ,
Functional calculus for Dirichlet forms, Osaka J. Math, vol.35, pp.683-715, 1998. ,
Maximun principles for subharmonic functions via local semi-Dirichlet forms. Canad, J. Math, v, vol.60, issue.4, pp.822-874, 2008. ,
Stochastic calculus over symmetric Markov processes without time reversal, The Annals of Probability, vol.38, issue.4, pp.1532-1569, 2010. ,
DOI : 10.1214/09-AOP516
Introduction to the Theory of (Non-Symmetric) Dirichlet Forms, 1992. ,
DOI : 10.1007/978-3-642-77739-4
Markov processes, Gaussian processes and local times, Cambridge Studies in Advanced Mathematics, 2006. ,
DOI : 10.1017/CBO9780511617997
Un Cours sur les Int??grales Stochastiques, pp.246-354, 1976. ,
DOI : 10.1007/978-3-540-45530-1_11
Stochastic calculus for continuous additive functionals of zero energy, Zeitschrift f???r Wahrscheinlichkeitstheorie und Verwandte Gebiete, vol.36, issue.4, pp.557-578, 1985. ,
DOI : 10.1007/BF00535345
A representation of continuous additive functionals of zero energy, Sci. Rep. Kanazawa Univ, vol.48, issue.12, pp.5-7, 2004. ,
On some representations of continuous additive functionals locally of zero energy, Journal of the Mathematical Society of Japan, vol.36, issue.2, pp.315-339, 1984. ,
DOI : 10.2969/jmsj/03620315
A Change-of-Variable Formula with Local Time on Curves, Journal of Theoretical Probability, vol.15, issue.3, pp.499-535, 2005. ,
DOI : 10.1007/s10959-005-3517-6
ON THE AMERICAN OPTION PROBLEM, Mathematical Finance, vol.60, issue.1, pp.169-181, 2005. ,
DOI : 10.1093/rfs/3.4.547
Stochastic Integration and Differential Equations, second edition, Version 2, 2005. ,
Tanaka Formula for Symmetric L??vy Processes, Lecture Notes in Mathematics, pp.265-285, 1899. ,
DOI : 10.1007/978-3-540-71189-6_14
Zeroes of Infinitely Divisible Densities, The Annals of Mathematical Statistics, vol.40, issue.4, pp.1503-1505, 1969. ,
DOI : 10.1214/aoms/1177697525
General theory of Markov Processes, 1988. ,
Local time-space calculus for symmetric Lévy processes To appear in Stochastic Processes and their Applications ,
Extended Itô calculus for symmetric Markov processes To appear in Bernouilli Journal ,
Fractional derivatives of local times of ?-stable Lévy processes as the limits of occupation time problems. Limit Theorems in Probability and Statistics II, pp.553-573, 1999. ,