Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (Q5086439)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations |
scientific article; zbMATH DE number 7553378
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations |
scientific article; zbMATH DE number 7553378 |
Statements
Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations (English)
0 references
5 July 2022
0 references
quadratic variation
0 references
truncated variation
0 references
càdlàg semimartingales
0 references
Föllmer's pathwise integral
0 references
0 references
0 references
0 references
0 references
0.8884303
0 references
0 references
0.8849906
0 references
0.8836361
0 references
0.8818511
0 references
0.87983716
0 references
0.87967837
0 references
