Stochastic differential equations for Dirichlet processes

DOI10.1007/s004400100151zbMath0995.60053MaRDI QIDQ5956497

Richard F. Bass, Zhen-Qing Chen

Publication date: 23 October 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400100151

zbMATH Keywords

Itô integral; strong solution; Dirichlet process; pathwise uniqueness; generalized drift; semi-martingale; Stratonovich integral

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

31C25: Dirichlet forms

60J55: Local time and additive functionals

60J35: Transition functions, generators and resolvents

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