A generalized class of Lyons-Zheng processes

DOI10.2307/3318744MaRDI QIDQ5937016zbMATH OpenOpenAlexFDO

Authors Francesco Russo, Pierre Vallois, Jochen Wolf

Publication date 30 June 2002

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1080222085

zbMATH Keywords

Bessel processesDirichlet processestime reversal

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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(11)

• Some parabolic PDEs whose drift is an irregular random noise in space
• Stochastic currents
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• Enhancing least squares Monte Carlo with diffusion bridges: an application to energy facilities
• Lectures on Energy Solutions for the Stationary KPZ Equation
• Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms
• A short note on Lyons-Zheng decomposition in the non-sectorial case
• Time Reversal of diffusion processes under a finite entropy condition
• Weak Dirichlet processes with a stochastic control perspective
• Approximation via regularization of the local time of semimartingales and Brownian motion

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