Martingale decomposition of Dirichlet processes on the Banach space C0[0, 1]

Stochastic Processes and their Applications

Volumn 64, Issue 1, 1996, Pages 31-38

  Lyons, T J ^a   Rockner M ^b   Zhang, T S ^b,c  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b BIELEFELD UNIVERSITY   (Germany)

^c WESTERN NORWAY UNIVERSITY OF APPLIED SCIENCES   (Norway)

Author keywords

Diffusions on Banach spaces; Dirichlet forms; Dirichlet processes; Martingale decomposition

Indexed keywords

EID: 0030295962     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(96)00078-6     Document Type: Article

References (14)

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