On Non-Continuous Dirichlet Processes

被引：0
|
作者：
François Coquet
Jean Mémin
Leszek Słomiński
机构：
来源：
Journal of Theoretical Probability | 2003年 / 16卷
关键词：
Non-continuous Dirichlet process; stochastic integral; Itô formula;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C1 transformation.
引用
收藏
页码：197 / 216
页数：19
相关论文
共 50 条
  • [1] On non-continuous Dirichlet processes
    Coquet, F
    Mémin, J
    Slominski, L
    JOURNAL OF THEORETICAL PROBABILITY, 2003, 16 (01) : 197 - 216
  • [2] On the dirichlet problem of extreme points for non-continuous functions
    Jiří Spurný
    Israel Journal of Mathematics, 2009, 173 : 403 - 419
  • [3] On the dirichlet problem of extreme points for non-continuous functions
    Spurny, Jiri
    ISRAEL JOURNAL OF MATHEMATICS, 2009, 173 (01) : 403 - 419
  • [4] STOCHASTIC INTEGRAL OF PROCESSES VALUES OF WHICH ARE NON-CONTINUOUS OPERATORS
    METIVIER, M
    PISTONE, G
    COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1975, 281 (5-8): : 245 - 247
  • [5] Non-continuous and variable rate processes: optimisation for energy use
    Morrison, Andrew S.
    Walmsley, Michael R. W.
    Neale, James R.
    Burrell, Christopher P.
    Kamp, Peter J. J.
    ASIA-PACIFIC JOURNAL OF CHEMICAL ENGINEERING, 2007, 2 (05) : 380 - 387
  • [6] On the generation of non-continuous semigroups
    Adam Bobrowski
    Semigroup Forum, 1997, 54 : 237 - 252
  • [7] On the generation of non-continuous semigroups
    Bobrowski, A
    SEMIGROUP FORUM, 1997, 54 (02) : 237 - 252
  • [8] Fractional-Order Identification and Control of Heating Processes with Non-Continuous Materials
    Caponetto, Riccardo
    Sapuppo, Francesca
    Tomasello, Vincenzo
    Maione, Guido
    Lino, Paolo
    ENTROPY, 2016, 18 (11):
  • [9] The Challenge of Integrating Non-Continuous Processes - Milk Powder Plant Case Study
    Atkins, Martin
    Walmsley, Michael
    Neale, James
    PRES'09: 12TH INTERNATIONAL CONFERENCE ON PROCESS INTEGRATION, MODELLING AND OPTIMISATION FOR ENERGY SAVING AND POLLUTION REDUCTION, PTS 1 AND 2, 2009, 18 : 445 - 450
  • [10] The challenge of integrating non-continuous processes - milk powder plant case study
    Atkins, Martin J.
    Walmsley, Michael R. W.
    Neale, James R.
    JOURNAL OF CLEANER PRODUCTION, 2010, 18 (09) : 927 - 934
12345