Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes (Q2909256)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes |
scientific article; zbMATH DE number 6074041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes |
scientific article; zbMATH DE number 6074041 |
Statements
30 August 2012
0 references
covariation and quadratic variation
0 references
calculus via regularization
0 references
infinite-dimensional analysis
0 references
tensor analysis
0 references
Dirichlet processes
0 references
representation of path-dependent random variables
0 references
Malliavin calculus
0 references
generalized Fukushima decomposition
0 references
0 references
0 references
Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes (English)
0 references
