@inbook{64ae8152eb194ee59f474fd78f9c9e25,
title = "Weak Dirichlet Processes",
abstract = "An important generalization of the notion of Dirichlet process is the one of weak Dirichlet process that is characterized as the sum of a local martingale and an orthogonal process in the sense that its covariation with any continuous local martingale vanishes. It is possible to show that a semimartingale, transformed via a space-time continuous function that is also continuously differentiable in space, becomes a weak Dirichlet process: this fact constitutes a sort of extended It{\^o} chain rule. Volterra processes are typical examples of weak Dirichlet processes.",
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\_15",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "531--555",
booktitle = "Bocconi and Springer Series",
}