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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Bibliographic Details

Published in:	Stochastic processes and their applications Vol. 127; no. 1; pp. 325 - 357
Main Authors:	Fabbri, Giorgio, Russo, Francesco
Format:	Journal Article
Language:	English
Published:	Elsevier 01.01.2017
Subjects:	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
Online Access:	Get full text
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