On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179): Difference between revisions

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On a class of generalized Takagi functions with linear pathwise quadratic variation
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    On a class of generalized Takagi functions with linear pathwise quadratic variation (English)
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    30 September 2015
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    generalized Takagi function
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    uniform modulus of continuity
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    pathwise quadratic variation
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    pathwise covariation
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    pathwise Itō calculus
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    Föllmer integral
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