{"id":8817,"date":"2023-04-25T14:35:03","date_gmt":"2023-04-25T12:35:03","guid":{"rendered":"https:\/\/www.dm.unipi.it\/?post_type=unipievents&#038;p=8817"},"modified":"2023-05-19T08:20:53","modified_gmt":"2023-05-19T06:20:53","slug":"tba-19","status":"publish","type":"unipievents","link":"https:\/\/www.dm.unipi.it\/en\/eventi\/tba-19\/","title":{"rendered":"Semimartingales with jumps, weak Dirichlet processes and path-dependent martingale problems &ndash; Francesco Russo (ENSTA-Paris)"},"content":{"rendered":"\n<p>In this talk we will revisit the notion of weak Dirichlet process which is the natural extension of semimartingale with jumps. If X is such a process, then it is the sum of a local martingale M and a martingale orthogonal process A in the sense that [A, N ] = 0 for every continuous local martingale N . We remark that if [A] = 0 then X is a Dirichlet process. The notion of Dirichlet process is not very suitable in the jump case since in this case A is forced to be continuous.<\/p>\n\n\n\n<p>The talk will discuss the following points.<\/p>\n\n\n\n<ol class=\"wp-block-list\">\n<li>To provide a (unique) decomposition which is also new for semimartingales with jumps.<\/li>\n\n\n\n<li>To discuss some new stability theorem for weak Dirichlet processes through C0,1 transformations.<\/li>\n\n\n\n<li>To discuss various examples of such processes arising from path-dependent martingale problems. This includes path-dependent stochastic differential equations with involving a distributional drift and with jumps.<\/li>\n<\/ol>\n\n\n\n<p>The talk is based on a joint paper with E. Bandini (Bologna).<\/p>\n","protected":false},"excerpt":{"rendered":"<p>In this talk we will revisit the notion of weak Dirichlet process which is the natural extension of semimartingale with&hellip;<\/p>\n<p><a class=\"btn btn-dark btn-sm unipi-read-more-link\" href=\"https:\/\/www.dm.unipi.it\/en\/eventi\/tba-19\/\">Read More&#8230;<\/a><\/p>\n","protected":false},"author":105,"featured_media":0,"template":"","tags":[],"unipievents_taxonomy":[],"class_list":["post-8817","unipievents","type-unipievents","status-publish","hentry"],"acf":[],"unipievents_startdate":1684850400,"unipievents_enddate":1684854000,"unipievents_place":"Aula Seminari","unipievents_externalid":0,"jetpack_sharing_enabled":true,"publishpress_future_workflow_manual_trigger":{"enabledWorkflows":[]},"_links":{"self":[{"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/unipievents\/8817","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/unipievents"}],"about":[{"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/types\/unipievents"}],"author":[{"embeddable":true,"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/users\/105"}],"version-history":[{"count":5,"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/unipievents\/8817\/revisions"}],"predecessor-version":[{"id":9111,"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/unipievents\/8817\/revisions\/9111"}],"wp:attachment":[{"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/media?parent=8817"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/tags?post=8817"},{"taxonomy":"unipievents_taxonomy","embeddable":true,"href":"https:\/\/www.dm.unipi.it\/en\/wp-json\/wp\/v2\/unipievents_taxonomy?post=8817"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}