A generalized class of Lyons-Zheng processes

DOI10.2307/3318744zbMath0988.60053OpenAlexW1989589633MaRDI QIDQ5937016

Jochen Wolf, Pierre Vallois, Francesco Russo

Publication date: 30 June 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1080222085

zbMATH Keywords

Bessel processesDirichlet processestime reversal

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Diffusion processes (60J60) Stochastic integrals (60H05)

Related Items (9)

Lectures on Energy Solutions for the Stationary KPZ Equation ⋮ GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES ⋮ Weak Dirichlet processes with a stochastic control perspective ⋮ Time Reversal of diffusion processes under a finite entropy condition ⋮ Conservativeness of non-symmetric diffusion processes generated by perturbed divergence forms ⋮ Some parabolic PDEs whose drift is an irregular random noise in space ⋮ Approximation via regularization of the local time of semimartingales and Brownian motion ⋮ Enhancing Least Squares Monte Carlo with diffusion bridges: an application to energy facilities ⋮ Stochastic currents

This page was built for publication: A generalized class of Lyons-Zheng processes