Quadratic variation
Top View
- Stability of Random Dynamical Systems and Applications Carlos G
- [Math.CA] 13 Aug 2001 K014
- A Brief Introduction to Stochastic Calculus
- Continuous Martingales and Stochastic Calculus
- 5 Stochastic Calculus Steven E
- Semimartingales and Stochastic Integration Spring 2011
- Limit Theorems for Rescaled Immigration Superprocesses
- Part III — Stochastic Calculus and Applications
- Arxiv:1708.00732V3 [Math.PR]
- BROWNIAN MOTION 1.1. Wiener Process: Definition. Definition 1. A
- Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment
- Pricing Swaps and Options on Quadratic Variation Under Stochastic Time Change Models—Discrete Observations Case
- Arxiv:1803.11063V2 [Math.PR] 8 Nov 2018 Aiainfrsinicrsac (NWO)
- Approximation Via Regularization of the Local Time of Semimartingales and Brownian Motion Blandine Berard Bergery, Pierre Vallois
- Martingale Calculus and a Maximal Inequality for Supermartingales
- On the P Variation of a Class of Fractal Functions Arxiv:1909.05239V2 [Math
- Stochastic Calculus: an Introduction with Applications
- Part II CONTINUOUS TIME STOCHASTIC PROCESSES