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- W4229457508 abstract "In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique decomposition which is new also for semimartingales: in particular we introduce ''characteristics'' for weak Dirichlet processes. We also introduce a weak concept (in law) of finite quadratic variation. We investigate a set of new useful chain rules and we discuss a general framework of (possibly path-dependent with jumps) martingale problems with a set of examples of SDEs with jumps driven by a distributional drift." @default.
- W4229457508 created "2022-05-11" @default.
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- W4229457508 date "2022-05-06" @default.
- W4229457508 modified "2023-09-23" @default.
- W4229457508 title "Weak Dirichlet processes and generalized martingale problems" @default.
- W4229457508 doi "https://doi.org/10.48550/arxiv.2205.03099" @default.
- W4229457508 hasPublicationYear "2022" @default.
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