Quadratic variation along refining partitions: Constructions and examples-Reference-Cited by-同舟云学术

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Quadratic variation along refining partitions: Constructions and examples

Published:2022-08 Issue:2 Volume:512 Page:126173
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Cont Rama^ORCID,Das Purba

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference24 articles.

1. Pathwise integration with respect to paths of finite quadratic variation;Ananova;J. Math. Pures Appl.,2017

2. On pathwise quadratic variation for càdlàg functions;Chiu;Electron. Commun. Probab.,2018

3. H. Chiu, R. Cont, Causal functional calculus, arXiv, 2019.

4. Functional Ito calculus and functional Kolmogorov equations;Cont,2016

5. Quadratic variation and quadratic roughness;Cont;Bernoulli,2022

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the quadratic variation in limit order markets;Borsa Istanbul Review;2024-07

2. Itô–Föllmer calculus in Banach spaces I: the Itô formula;Electronic Journal of Probability;2023-01-01

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