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Quadratic variation along refining partitions: constructions and examples - MaRDI portal

Quadratic variation along refining partitions: constructions and examples (Q2122196)

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Quadratic variation along refining partitions: constructions and examples
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    Statements

    title
    Quadratic variation along refining partitions: constructions and examples (English)
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    author
    Rama Cont
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    Purba Das
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    publication date
    6 April 2022
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    zbMATH Keywords
    quadratic variation
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    refining partitions
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    Schauder system
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    quadratic roughness
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    Brownian motion
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    Identifiers

    zbMATH DE Number
    7503689
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    OpenAlex ID
    W4220778528
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    arXiv ID
    2109.12635
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