2 papers
math.PR2004
Existence of weak solutions to stochastic evolution inclusions
Adam Jakubowski, Mikhail Kamenskii, Paul Raynaud De Fitte
We consider the Cauchy problem for a semilinear stochastic differential inclusion in a Hilbert space. The linear operator generates a strongly continuous semigroup and the nonlinea…
math.PR2004
Natural decomposition of processes and weak Dirichlet processes
Francois Coquet, Adam Jakubowski, Jean Memin +1
A class of stochastic processes, called "weak Dirichlet processes", is introduced and its properties are investigated in detail. This class is much larger than the class of Dirichl…