Pathwise integration with respect to paths of finite quadratic variation

Pathwise integration with respect to paths of finite quadratic variation

We study a pathwise integral with respect to paths of finite quadratic variation, defined as the limit of non-anticipative Riemann sums for gradient-type integrands. We show that the integral satisfies a pathwise isometry property, analogous to the well-known Ito isometry for stochastic integrals. T...

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Bibliografiske detaljer
Main Authors:	Ananova, A, Cont, R
Format:	Journal article
Udgivet:	Elsevier 2016

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