On Non-Continuous Dirichlet Processes

被引：0

作者：

François Coquet

Jean Mémin

Leszek Słomiński

机构：

来源：

Journal of Theoretical Probability | 2003年 / 16卷

关键词：

Non-continuous Dirichlet process; stochastic integral; Itô formula;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C1 transformation.

引用

页码：197 / 216

页数：19

共 6 条

[1] On non-continuous Dirichlet processes
Coquet, F
Mémin, J
Slominski, L
JOURNAL OF THEORETICAL PROBABILITY, 2003, 16 (01) : 197 - 216
[2] On the convergence of Dirichlet processes
Coquet, F
Slominski, L
BERNOULLI, 1999, 5 (04) : 615 - 639
[3] Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms
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2 Department of Mathematics and Statistics
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[4] Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms
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[5] Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms
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SCIENCE CHINA-MATHEMATICS, 2012, 55 (11) : 2195 - 2203
[6] STOCHASTIC INTEGRAL FOR NON-ADAPTED PROCESSES RELATED TO SUB-FRACTIONAL BROWNIAN MOTION WHEN H > 1/2
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BULLETIN OF THE INSTITUTE OF MATHEMATICS ACADEMIA SINICA NEW SERIES, 2021, 16 (02): : 165 - 176

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