Infinite dimensional weak Dirichlet processes and convolution type processes

The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking values in a Banach space H, is the sum of a local martingale an...

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Veröffentlicht in:	Stochastic processes and their applications Jg. 127; H. 1; S. 325 - 357
Hauptverfasser:	Fabbri, Giorgio, Russo, Francesco
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.01.2017 Elsevier
Schlagworte:	Calculus via regularization Convolution type processes Covariation and quadratic variation Dirichlet processes Generalized Fukushima decomposition Infinite dimensional analysis Mathematics Probability Stochastic partial differential equations Tensor analysis Generalized Fukushima decomposition Convolution type processes 35R60 Stochastic partial differential equations Calculus via regularization 60H30 Covariation and quadratic variation Tensor analysis Infinite dimensional analysis Dirichlet processes 60H05 60H15 Covariation and Quadratic variation
ISSN:	0304-4149, 1879-209X
Online-Zugang:	Volltext
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