Author:
Davis Mark,Obłój Jan,Siorpaes Pietro
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
17 articles.
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1. Fractional Ito calculus;Transactions of the American Mathematical Society, Series B;2024-03-27
2. Quadratic variation and quadratic roughness;Bernoulli;2023-02-01
3. Itô–Föllmer calculus in Banach spaces I: the Itô formula;Electronic Journal of Probability;2023-01-01
4. Causal functional calculus;Transactions of the London Mathematical Society;2022-10-08
5. Quadratic variation along refining partitions: Constructions and examples;Journal of Mathematical Analysis and Applications;2022-08