Infinite dimensional weak Dirichlet processes and convolution type processes

DOI10.1016/j.spa.2016.06.010zbMath1353.60062arXiv1606.03828OpenAlexW2346927286MaRDI QIDQ347483

Francesco Russo, Giorgio Fabbri

Publication date: 30 November 2016

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

Full work available at URL: https://arxiv.org/abs/1606.03828

zbMATH Keywords

regularizationstochastic partial differential equationscovariationquadratic variationlocal martingaletensor analysisconvolution type processesgeneralized Fukushima decompositioninfinite dimensional analysisorthogonal processweak Dirichlet processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties, Infinite-dimensional calculus under weak spatial regularity of the processes, HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition

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