Stochastic differential equations for Dirichlet processes

DOI10.1007/s004400100151zbMath0995.60053OpenAlexW1999832754MaRDI QIDQ5956497

Zhen-Qing Chen, Richard F. Bass

Publication date: 23 October 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400100151

zbMATH Keywords

Itô integralstrong solutionDirichlet processpathwise uniquenessgeneralized driftsemi-martingaleStratonovich integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dirichlet forms (31C25) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35)

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