Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes (Q2909256)
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scientific article; zbMATH DE number 6074041
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| English | Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes |
scientific article; zbMATH DE number 6074041 |
Statements
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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Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes (English)
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0.8754799365997314
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0.8727968335151672
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0.8223365545272827
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0.7637626528739929
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0.7493495941162109
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