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...
| Príomhchruthaitheoirí: | , |
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| Formáid: | Journal article |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Elsevier
2022
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