Stochastic analysis without probability: study of some basic tools

We define the path integral associated to a big order generator of a convolution semi-group. We show that this path integral is the solution of a generalized martingale problem. We define the sheet associated to it. By this work we generalize in distributional sense some basic tools defined in stoch...

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Bibliographic Details
Published inJournal of pseudo-differential operators and applications Vol. 1; no. 4; pp. 389 - 400
Main Author Léandre, Rémi
Format Journal Article
LanguageEnglish
Published Basel SP Birkhäuser Verlag Basel 01.12.2010
Subjects
Algebra
Analysis
Applications of Mathematics
Functional Analysis
Mathematics
Mathematics and Statistics
Operator Theory
Partial Differential Equations
Pseudodifferential Operator
Heat Kernel
Martingale Problem
Brownian Sheet
Stochastic Analysis
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Summary:We define the path integral associated to a big order generator of a convolution semi-group. We show that this path integral is the solution of a generalized martingale problem. We define the sheet associated to it. By this work we generalize in distributional sense some basic tools defined in stochastic analysis for the Brownian motion.
ISSN:1662-9981
1662-999X
DOI:10.1007/s11868-010-0020-3