Itô Calculus without Probability in Idealized Financial Markets*

Author:

Vovk Vladimir

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference22 articles.

1. P. Billingsley, Convergence of Probability Measures, Wiley, New York, 1968.

2. M. Bruneau, Sur la p-variation d’une surmartingale continue, in Séminaire de Probabilités XIII, Université de Strasbourg 1977/1978, Lect. Notes Math., Vol. 721, Springer, Berlin, 1979, pp. 227–232.

3. R. Cont and D.-A. Fournié, Change of variable formulas for non-anticipative functionals on path space, J. Funct. Anal., 259:1043–1072, 2010.

4. C. Dellacherie and P.-A. Meyer, Probabilities and Potential, North-Holland, Amsterdam, 1978.

5. Federal Reserve Board, Credit by brokers and dealers (Regulation T), 12 CFR 220.12, 2014.

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