Pathwise integration with respect to paths of finite quadratic variation (Q2397623)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Pathwise integration with respect to paths of finite quadratic variation
    scientific article

      Statements

      Pathwise integration with respect to paths of finite quadratic variation (English)
      0 references
      0 references
      0 references
      23 May 2017
      0 references
      pathwise integral
      0 references
      stochastic integral
      0 references
      quadratic variation
      0 references
      Riemann sums
      0 references
      Itô isometry
      0 references

      Identifiers