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...
| Հիմնական հեղինակներ: | , |
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| Ձևաչափ: | Journal article |
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Elsevier
2016
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