Infinite dimensional weak Dirichlet processes and convolution type processes

Giorgio Fabbri and Francesco Russo

Stochastic Processes and their Applications, 2017, vol. 127, issue 1, 325-357

Abstract: The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking values in a Banach space H, is the sum of a local martingale and a suitable orthogonal process.

Keywords: Covariation and quadratic variation; Calculus via regularization; Infinite dimensional analysis; Tensor analysis; Dirichlet processes; Generalized Fukushima decomposition; Convolution type processes; Stochastic partial differential equations (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414916300849
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes (2017)
Working Paper: Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes (2016)
Working Paper: Infinite dimensional weak Dirichlet processes and convolution type processes (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:127:y:2017:i:1:p:325-357

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2016.06.010

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().