Weak Dirichlet processes and generalized martingale problems

DOI10.1016/j.spa.2023.104261arXiv2205.03099OpenAlexW4280627369MaRDI QIDQ6123260

Elena Bandini, Francesco Russo

Publication date: 4 March 2024

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

Full work available at URL: https://arxiv.org/abs/2205.03099

zbMATH Keywords

jump processesrandom measuremartingale problemweak Dirichlet processessingular driftCàdlàg semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Random measures (60G57)

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