Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1]\)

DOI10.1016/S0304-4149(96)00078-6zbMath0879.60048OpenAlexW2071136577WikidataQ126339476 ScholiaQ126339476MaRDI QIDQ1374618

Michael Roeckner, Terence J. Lyons, Tu-Sheng Zhang

Publication date: 10 December 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00078-6

zbMATH Keywords

Dirichlet formsmartingale decompositiondiffusions on Banach spaces

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Martingales with continuous parameter (60G44)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Decomposition of Dirichlet processes and its applications
• Classical Dirichlet forms on topological vector spaces --- closability and a Cameron-Martin formula
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• On a martingale method for symmetric diffusion processes and its applications
• Photocopying permitted by license only an alternative compactification for classical dirichlet forms on topological vector spaces
• On Partial Integration in Infinite-Dimensional Space and Applications to Dirichlet Forms
• Finite dimensional approximation of diffusion processes on infinite dimensional spaces

This page was built for publication: Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1]\)