Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation

DOI10.1214/23-ecp558arXiv2206.11980OpenAlexW4388678114MaRDI QIDQ6177621

Vilmos Prokaj, László Bondici

Publication date: 17 January 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.11980

zbMATH Keywords

Dirichlet processsemimartingale propertysemimartingale function\(p\)-th variation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05) Local time and additive functionals (60J55)

Cites Work

• Hiding a constant drift
• On the lack of semimartingale property
• Some Remarks on Davie’s Uniqueness Theorem
• REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
• Uniqueness of Solutions of Stochastic Differential Equations
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