On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179)
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English | 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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