Stochastic Integration Based on Simple, Symmetric Random Walks

Author:

Szabados Tamás,Székely Balázs

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference12 articles.

1. Akahori, J.: A discrete Itô calculus approach to He’s framework for multi-factor discrete market. Asia Pac. Financ. Mark. 12, 273–287 (2005)

2. Csörgő, M., Révész, P.: On the stability of the local time of a symmetric random walk. Acta Sci. Math. 48, 85–96 (1985)

3. Fujita, T.: A random walk analogue of Lévy’s theorem. Preprint, Hitotsubashi University (2003)

4. Karandikar, L.R.: On pathwise stochastic integration. Stoch. Process. Their Appl. 57, 11–18 (1995)

5. Knight, F.B.: On the random walk and Brownian motion. Trans. Am. Math. Soc. 103, 218–228 (1962)

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