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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Vydáno v:	Stochastic processes and their applications Ročník 127; číslo 1; s. 325 - 357
Hlavní autoři:	Fabbri, Giorgio, Russo, Francesco
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier 01.01.2017
Témata:	Economics and Finance Humanities and Social Sciences Mathematics tensor analysis calculus via regularization convolution type processes stochastic partial differential equations Dirichlet processes generalized Fukushima decomposition infinite dimensional analysis covariation and quadratic variation
ISSN:	0304-4149, 1879-209X
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