Natural decomposition of processes and weak Dirichlet processes

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dc.creatorCoquet, Francois
dc.creatorJakubowski, Adam
dc.creatorMemin, Jean
dc.creatorSlominski, Leszek
dc.date2004-03-26
dc.date2004-04-05
dc.date.accessioned2026-07-07T05:06:47Z
dc.date.available2026-07-07T05:06:47Z
dc.descriptionA class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichlet processes. It is closed under C^1$-transformations and under absolutely continuous change of measure. If a weak Dirichlet process has finite energy, as defined by Graversen and Rao, its Doob-Meyer type decomposition is unique. The developed methods have been applied to a study of generalized martingale convolutions.
dc.descriptionmars 2004
dc.identifierhttps://arxiv.org/abs/math/0403461
dc.identifierhttp://arxiv.org/abs/math/0403461
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70608
dc.subjectProbability
dc.subject60G48; 60H05
dc.titleNatural decomposition of processes and weak Dirichlet processes
dc.typetext

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