Notion of quadratic variation in Banach spaces

DOI10.1080/07362994.2024.2369834MaRDI QIDQ6637015zbMATH OpenFDO

Authors Cristina Di Girolami

Publication date 12 November 2024

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2024.2369834

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Generalizations of martingales (60G48) Stochastic integrals (60H05)

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Cites work

• \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes.
• Calcul stochastique et problèmes de martingales
• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
• Clark-Ocone type formula for non-semimartingales with finite quadratic variation
• Elements of Stochastic Calculus via Regularization
• Forward, backward and symmetric stochastic integration
• Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes
• History of Banach Spaces and Linear Operators
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• Infinite dimensional weak Dirichlet processes and convolution type processes
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• The generalized covariation process and Itô formula
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