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Natural Decomposition of Processes and Weak Dirichlet Processes · Study

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ChapterNatural Decomposition of Processes and Weak Dirichlet Processes

François Coquet2006

Chapter2006

Natural Decomposition of Processes and Weak Dirichlet Processes

François Coquet · Adam Jakubowski · Jean Mémin · Leszek Słomiński

33 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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1981Calcul d'ito sans probabilites 1995The generalized covariation process and Ito formula 1985Volterra Equations Driven by Semimartingales 2003n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes

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2020Strong existence and uniqueness for stable stochastic differential equations with distributional drift

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Year2006

Typechapter

Published2006-10-17

VenueSpringer eBooks

Languageen

Citations33

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-35513-7_8

openalex_workW1515374460

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