Infinite dimensional weak Dirichlet processes and convolution type processes
نویسندگان
چکیده
منابع مشابه
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 and a suitable orthogonal process. The concept of weak Dirichlet process fits the notion of convol...
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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 Hilbert space H, is the sum of a local martingale and a suitable orthogonal process. The new concept is shown to be useful in several contexts and d...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2017
ISSN: 0304-4149
DOI: 10.1016/j.spa.2016.06.010