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

页码：197 / 216

页数：19

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