The associativity rule in pathwise functional It\^o calculus
| Autor: | Schied, Alexander, Voloshchenko, Iryna |
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| Rok vydání: | 2016 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this paper we establish the associativity property of the pathwise It\^o integral in a functional setting for continuous integrators. Here, associativity refers to the computation of the It\^o differential of an It\^o integral, by means of the intuitive cancellation of the It\^o differential and integral signs. |
| Databáze: | arXiv |
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