Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (Q5086439)
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scientific article; zbMATH DE number 7553378
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| English | Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations |
scientific article; zbMATH DE number 7553378 |
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Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (English)
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5 July 2022
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quadratic variation
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truncated variation
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càdlàg semimartingales
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Föllmer's pathwise integral
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0.8884303
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0.8849906
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0.8836361
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0.8818511
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0.87983716
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0.87967837
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