Dirichlet processes associated to diffusions

DOI10.1080/17442500108834264zbMath0983.60074OpenAlexW2063738826MaRDI QIDQ2747860

Pierre Mathieu

Publication date: 21 April 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500108834264

zbMATH Keywords

diffusionsDirichlet formsDirichlet processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Diffusion processes (60J60)

Related Items (1)

A Malliavin calculus method to study densities of additive functionals of SDE's with irregular drifts

Cites Work

• Stochastic representation of diffusions corresponding to divergence form operators
• On Itô's formula for multidimensional Brownian motion

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