Semimartingale: Itô or not ? (Q1683817)
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scientific article; zbMATH DE number 6814949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale: Itô or not ? |
scientific article; zbMATH DE number 6814949 |
Statements
Semimartingale: Itô or not ? (English)
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1 December 2017
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semimartingale
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Itô
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discrete sampling
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high frequency
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absolute continuity
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Cantor set
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