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.
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页码：197 / 216
页数：19
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