Opérateur carré du champ, subordinateurs et processus de Dirichlet
Bouleau, Nicolas
HAL, hal-00451771 / Harvested from HAL
We study the Fukushima decomposition of functions on the sample paths of a Markov processand and, using the subordination in Bochner sense, we give examples of functions which are Dirichlet processes but not semi-martingales on the paths of a Markov process.
Publié le : 1983-02-03
Classification:  Square field operator,  generator,  Dirichlet process,  quadratic variation,  Bochner subordination,  diffusion,  Lévy kernel,  MSC 31C25 60J45 60J40 60J35,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00451771,
     author = {Bouleau, Nicolas},
     title = {Op\'erateur carr\'e du champ, subordinateurs et processus de Dirichlet},
     journal = {HAL},
     volume = {1983},
     number = {0},
     year = {1983},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/hal-00451771}
}
Bouleau, Nicolas. Opérateur carré du champ, subordinateurs et processus de Dirichlet. HAL, Tome 1983 (1983) no. 0, . http://gdmltest.u-ga.fr/item/hal-00451771/