Weak Dirichlet processes with jumps
نویسندگان
چکیده
منابع مشابه
Weak Dirichlet processes with jumps
This paper develops systematically the stochastic calculus via regularization in the case of jump processes. In particular one continues the analysis of real-valued càdlàg weak Dirichlet processes with respect to a given filtration. Such a process is the sum of a local martingale and an adapted process A such that [N,A] = 0, for any continuous local martingale N . Given a function u : [0, T ]× ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2017
ISSN: 0304-4149
DOI: 10.1016/j.spa.2017.04.001