Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result
Author:
Affiliation:
1. Dipartimento di Matematica, Università di Bologna, Bologna, Italy
2. ENSTA Paris, Unité de Mathématiques Appliquées, Institut Polytechnique de Paris, Palaiseau, France
Funder
SDAIM
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2024.2397984
Reference16 articles.
1. Weak Dirichlet processes with jumps
2. Special weak Dirichlet processes and BSDEs driven by a random measure;Bandini E.;Bernoulli,2018
3. E. Bandini and F. Russo Path-dependent SDEs with jumps and irregular drift: Well-posedness and Dirichlet properties 2022. Preprint Arxiv 2211.03444.
4. Weak Dirichlet processes and generalized martingale problems
5. A ℂ0,1-functional Itô's formula and its applications in mathematical finance;Bouchard B.;Stoch. Process. Appl.,2022
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