GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES (Q2909256)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES |
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GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES (English)
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30 August 2012
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covariation and quadratic variation
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calculus via regularization
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infinite-dimensional analysis
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tensor analysis
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Dirichlet processes
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representation of path-dependent random variables
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Malliavin calculus
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generalized Fukushima decomposition
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