Showing 1 - 2 results of 2 for search '"stochastic integral"', query time: 0.05s Refine Results
  1. 1
  2. 2

    Pathwise integration with respect to paths of finite quadratic variation by Ananova, A, Cont, R

    Published 2016
    “…We show that the integral satisfies a pathwise isometry property, analogous to the well-known Ito isometry for stochastic integrals. This property is then used to represent the integral as a continuous map on an appropriately defined vector space of integrands. …”
    Journal article