scientific article; zbMATH DE number 16692

zbMATH Open0746.60077MaRDI QIDQ3973377FDOQ3973377

Authors: Weian Zheng 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

diffusion processDirichlet formpredictable representation

Mathematics Subject Classification ID

Diffusion processes (60J60) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cited In (8)

• Decompositions of symmetric diffusion processes and related topics in analysis
• Multiparameter martingale differential forms
• On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes
• Decomposition of a class of functionals and the predictable representation theorem on Banach spaces
• Symmetrization of Lévy processes and applications
• On a martingale method for symmetric diffusion processes and its applications
• Density symmetries for a class of 2-D diffusions with applications to finance
• Liouville theorems based on symmetric diffusions

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