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Stochastic differential equations for Dirichlet processes

Author
BASS, Richard F1 ; CHEN, Zhen-Qing2
[1] Department of Mathematics, University of Connecticut, Storrs, CT 06269, United States
[2] Department of Mathematics, Box 354350, University of Washington, Seattle, WA 98195-4350, United States
Source

Probability theory and related fields. 2001, Vol 121, Num 3, pp 422-446 ; ref : 21 ref

CODEN
PTRFEU
ISSN
0178-8051
Scientific domain
Mathematics
Publisher
Springer, Berlin / Springer, Heidelberg / Springer, New York, NY
Publication country
Germany
Document type
Article
Language
English
Keyword (fr)
Energie Equation différentielle Equation stochastique Espace probabilité Existence solution Martingale Mouvement brownien Temps local Forme Dirichlet Intégrale Stratonvich Processus Dirichlet SDE
Keyword (en)
Energy Differential equation Stochastic equation Probability space Existence of solution Martingale Brownian motion Local time Dirichlet form Stratonvich intehral Dirichlet process Stochastic differential equation
Keyword (es)
Energía Ecuación diferencial Ecuación estocástica Espacio probabilidad Existencia de solución Martingale Movimiento browniano Tiempo local
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E04 Potential theory

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01I Stochastic analysis

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
14166044

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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