FABBRI, Giorgio; RUSSO, Francesco - Institut de Recherche Économique et Sociale (IRES), … - 2012
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of weak Dirichlet process in this context. Such a process X, taking values in a Hilbert space H, is the sum of a local...