REMARKS ON FÖLLMER’S PATHWISE ITÔ CALCULUS
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DOI: 10.18910/73360
Abstract: We extend some results about Föllmer’s pathwise Itô calculus that have only been derived for continuous paths to càdlàg paths with quadratic variation. We study some fundamental properties of pathwise Itô integrals with respect to… read more here.
Keywords: remarks llmer; pathwise; llmer pathwise; pathwise calculus ... See more keywords