scientific article; zbMATH DE number 5174010

zbMath1139.60019arXivmath/0403461MaRDI QIDQ5294256

Leszek Slominski, Adam Jakubowski, François Coquet, Jean Mémin

Publication date: 24 July 2007

Full work available at URL: https://arxiv.org/abs/math/0403461

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

semimartingalesDirichlet processescovariationquadratic variationItô's formulaweak Dirichlet processesmutual quadratic variationfinite energy processesgeneralized martingale convolution

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (17)

A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance ⋮ Are Fractional Brownian Motions Predictable? ⋮ Weak Dirichlet processes with a stochastic control perspective ⋮ Infinite dimensional weak Dirichlet processes and convolution type processes ⋮ Weak approximations for Wiener functionals ⋮ Understanding the dual formulation for the hedging of path-dependent options with price impact ⋮ Nonsemimartingales: stochastic differential equations and weak Dirichlet processes ⋮ Weak Dirichlet processes with jumps ⋮ Strong existence and uniqueness for stable stochastic differential equations with distributional drift ⋮ Weak Dirichlet processes and generalized martingale problems ⋮ Rough semimartingales and \(p\)-variation estimates for martingale transforms ⋮ The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures ⋮ On pathwise quadratic variation for càdlàg functions ⋮ On bifractional Brownian motion ⋮ A Dirichlet process characterization of a class of reflected diffusions ⋮ Doob decomposition, Dirichlet processes, and entropies on Wiener space ⋮ On the roughness of the paths of RBM in a wedge

This page was built for publication: