Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Jochen Wolf"'
Autor:
Jochen Wolf, Hans-Jürgen Engelbert
Publikováno v:
Mathematica Bohemica. 125:235-247
Autor:
Hans-Jurgen Engelbert, Jochen Wolf
Publikováno v:
Teoriya Veroyatnostei i ee Primeneniya. 43:331-348
Autor:
Jochen Wolf
Publikováno v:
Stochastics and Stochastic Reports. 62:65-101
We state a change of variable formula generalizing the Bouleau-Yor formula. We study the processes that are obtained by transforming continuous semimartingales according to this formula. In particular, we reveal them to be local Dirchlet processes
Publikováno v:
Bernoulli 7, no. 2 (2001), 363-379
Generalizing work by Lyons and Zheng, we study Dirichlet processes admitting a decomposition into the sum of a forward and a backward local martingale plus a bounded variation process. We develop a framework of stochastic calculus for these processes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::820b2575da85d3003e0ecfe8bb9f83d0
http://projecteuclid.org/euclid.bj/1080222085
http://projecteuclid.org/euclid.bj/1080222085