English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

We consider a Markov process $X$ associated to a nonnecessarily symmetricDirichlet form $\mathcal{E}$. We define a stochastic integral with respect to aclass of additive functionals of zero quadratic variation and then we obtain anIt\^{o} formula for the process $u(X)$, when $u$ is locally in the domain of$\mathcal{E}$.

Stochastic integration with respect to additive functionals of zero quadratic variation