Stochastic differential equations for Dirichlet processes

Probability Theory and Related Fields

Volumn 121, Issue 3, 2001, Pages 422-446

  Bass, Richard F ^a   Chen, Zhen Qing ^b  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Dirichlet forms; Dirichlet processes; Divergence form Energy; Local times; SDE; Semimartingales; Stochastic differential equations; Stratonovich integral

Indexed keywords

EID: 0035623767     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400100151     Document Type: Article

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