scientific article; zbMATH DE number 3647869

MaRDI QIDQ3206060zbMATH OpenFDO

Authors Michel Bruneau

Publication date 1979

Full work available at URL http://www.numdam.org/item?id=SPS_1979__13__227_0, https://eudml.org/doc/113216

zbMATH Keywords

martingalesP-variationsupermartingalesupcrossing inequality

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Cited in

(3)

• A tree approach to \(p\)-variation and to integration
• Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
• Itô calculus without probability in idealized financial markets

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