Martingale decomposition of Dirichlet processes on the Banach space C_ 0[0,1]

DOI10.1016/S0304-4149(96)00078-6zbMATH Open0879.60048OpenAlexW2071136577WikidataQ126339476 ScholiaQ126339476MaRDI QIDQ1374618FDOQ1374618

Authors: Terence J. Lyons, Michael Röckner, Tu-Sheng Zhang 

Publication date: 10 December 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00078-6

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zbMATH Keywords

Dirichlet formsmartingale decompositiondiffusions on Banach spaces

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Martingales with continuous parameter (60G44)

Cites Work

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• Introduction to the theory of (non-symmetric) Dirichlet forms
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• Decomposition of Dirichlet processes and its applications
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
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• Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
• On a martingale method for symmetric diffusion processes and its applications
• Finite dimensional approximation of diffusion processes on infinite dimensional spaces
• On Partial Integration in Infinite-Dimensional Space and Applications to Dirichlet Forms
• Photocopying permitted by license only an alternative compactification for classical dirichlet forms on topological vector spaces
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Cited In (6)

• Les processus de dirichlet et tant qu'espace de banach
• A short note on Lyons-Zheng decomposition in the non-sectorial case
• Forward-backward martingale decomposition for H-valued additive functional associated with Markov processes
• Decomposition of a class of functionals and the predictable representation theorem on Banach spaces
• On a martingale method for symmetric diffusion processes and its applications
• Doob decomposition, Dirichlet processes, and entropies on Wiener space

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