论文标题
弱的迪里奇（Dirichlet）流程和广义的马丁加尔问题
Weak Dirichlet processes and generalized martingale problems
论文作者
论文摘要
在本文中，我们解释了“弱迪里奇过程”的概念是对semimartingale的合适概括。对于这样的过程，我们提供了一个独特的分解，这也是半明星的新分解：尤其是我们为弱的dirichlet过程介绍“特征”。我们还引入了有限二次变异的弱概念（法律）。我们研究了一组新的有用的链条规则，并讨论了一个通用框架（可能与跳跃有关）Martingale问题（可能是路径依赖性）问题，其中一组SDE示例由分布漂移驱动。
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.
