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Stochastic Integrals and Quadratic Variation
2002Continuous local martingales and semimartingales; quadratic variation and covariation; existence and basic properties of the integral; integration by parts and Ito’s formula; Fisk-Stratonovich integral; approximation and uniqueness; random time-change; dependence on ...
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Quadratic variation along refining partitions: Constructions and examples
Journal of Mathematical Analysis and Applications, 2022Rama Cont
exaly
On Quadratic Variation of Gaussian Random Fields
Theory of Probability & Its Applications, 1979Deo, C. M., Wong, S. F.
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On the quadratic variation of semi-martingales
2010Let X be a semi-martingale. Techniques of [1] and El Karoui (in [3] and [4]) are used to study the convergence of 2∊ times the number of upcrossings of [x, x+∊] by X to its local time at x. If X is continuous and if there exists a bicontinuous version of its local time process, then off a single null set, the convergence is shown to be uniform in x ...
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Stochastic calculus with respect to continuous finite quadratic variation processes
Stochastic and Stochastics Reports, 2000Francesco Russo, Pierre Vallois
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A Quadratic Variational Method in the Eidetic
Singapore International Conference on Intelligent Control and Instrumentation [Proceedings 1992], 2005B. De Gemmis +3 more
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On the Quadratic Variation of Two-Parameter Continuous Martingales
Annals of Probability, 1984D Nualart
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Quadratic variation of martingales in Riesz spaces
Journal of Mathematical Analysis and Applications, 2014Jacobus J Grobler +2 more
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On the convergence of quadratic variation for compound fractional Poisson processes
Fractional Calculus and Applied Analysis, 2012Enrico Scalas
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