Authors
Citation
Ruzong, Fan, Decomposition of a Class of Functionals, Acta Mathematica Sinica, New Series Chinese Journal of Mathematics, 7(3), 1991, pp. 224-240
ISSN journal
10009574
Volume
7
Issue
3
Year of publication
1991
Pages
224 - 240
Database
ACNP
SICI code
Abstract
Let X(t) be a symmetric conservative Hunt process. In this paper, we decompose the functional u(X(t),t) into a sum of a square integrable martingale and a regular 0-quadratic variation process.