Generalized covariation for Banach space valued processes, Itō formula and applications

zbMath1308.60039arXiv1012.2484MaRDI QIDQ470098

Cristina Di Girolami, Francesco Russo

Publication date: 11 November 2014

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.2484

zbMATH Keywords

stochastic integrationcovariationItō's formula\(\chi\)-statisticsBanach space valued stochastic processeswindow processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) General theory of stochastic processes (60G07) Stochastic integrals (60H05) Stochastic analysis (60H99) Foundations of stochastic processes (60G05)

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