| Autor: |
Morel, J.-M., Takens, F., Teissier, B., Donati-Martin, Catherine, Émery, Michel, Rouault, Alain, Stricker, Christophe, Russo, Francesco, Vallois, Pierre |
| Zdroj: |
Seminaire de Probabilites XL; 2007, p147-185, 39p |
| Abstrakt: |
This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure Ito and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlet processes. MSC 2000: 60H05, 60G44, 60G48 Key words: Integration via regularization, Weak Dirichlet processes, Covariation, Ito formula [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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