Quadratic variation and quadratic roughness
We study the concept of quadratic variation of a continuous path along a sequence of partitions and its dependence with respect to the choice of the partition sequence. We define the concept of quadratic roughness of a path along a partition sequence and show that, for H\"older-continuous paths...
| Hoofdauteurs: | , |
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| Formaat: | Journal article |
| Taal: | English |
| Gepubliceerd in: |
Bernoulli Society for Mathematical Statistics and Probability
2022
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