@inbook{bfc044a3ac8e4ee789f2c55ac770f9c8,
title = "F{\"o}llmer–Dirichlet Processes",
abstract = "An important class of finite quadratic variation processes is the one of (F{\"o}llmer–)Dirichlet processes which are the sum of a local martingale and a zero quadratic variation process. An interesting example is the one of Lyons–Zheng processes which are the generalizations of time-reversible semimartingales in the class of Dirichlet processes. A Bessel process in low dimension is not a semimartingale, nevertheless it is a Lyons–Zheng process. We revisit the Bouleau–Yor formula which extends It{\^o}-Tanaka formula to the case of non-convex functions of semimartingales.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_14",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "491--529",
booktitle = "Bocconi and Springer Series",
}