Quadratic variation along refining partitions: Constructions and examples
<p>We present several constructions of paths and processes with finite quadratic variation along a refining sequence of partitions, extending previous constructions to the non-uniform case. We study in particular the dependence of quadratic variation with respect to the sequence of partitions...
| Autors principals: | , |
|---|---|
| Format: | Journal article |
| Idioma: | English |
| Publicat: |
Elsevier
2022
|