A note on time-dependent additive functionals

submitted
Publication type:
Paper in peer-reviewed journals
Journal:
Preprint HAL
arXiv:
images/icons/icon_arxiv.png 1708.05667
Keywords :
Additive functionals; Markov processes; covariation.
Abstract:
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It is a significant tool for the analysis of BSDEs in law. In particular we extend to a non-homogeneous setup some results concerning the quadratic variation and the angular bracket of Martin-gale Additive Functionals (in short MAF) associated to a homogeneous Markov processes.
BibTeX:
@article{Bar-Rus-2200-3,
    author={Adrien Barrasso and Francesco Russo },
    title={A note on time-dependent additive functionals },
    journal={Preprint HAL },
    year={submitted },
    month={8},
}