On non-continuous Dirichlet processes

DOI10.1023/A:1022238723289zbMath1026.60072MaRDI QIDQ1868452

Jean Mémin, François Coquet, Leszek Slominski

Publication date: 27 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

Dirichlet processjump processpathwise Itô calculus

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic integrals (60H05)

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Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach ⋮ On time-dependent functionals of diffusions corresponding to divergence form operators ⋮ SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation ⋮ On pathwise quadratic variation for càdlàg functions ⋮ On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form ⋮ Weak and strong discrete-time approximation of fractional SDEs ⋮ Nondifferentiable functions of one-dimensional semimartingales ⋮ Change of variable formulas for non-anticipative functionals on path space ⋮ Examples of Itô càdlàg rough paths ⋮ On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form

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