Quasi-integrals and stochastic integration along sample paths (Q1273368)

Pathwise, i.e., deterministic integrals of the form \(\int f(X_s)dX_s\) are considered, where \((X_s)_s\) is a continuous process possessing cuadratic (or, more generally, \(p\)th order) variation process. Analogues of the Stratonovich and Itô integrals are defined. Two main ideas are a special, path-depending form of the sequence of partitions of the time interval, and a use of the local times technique. Generalizations of the Itô and Tanaka formulas are derived.