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Purely pathwise probability-free Itô integral - MaRDI portal

Purely pathwise probability-free Itô integral (Q2407968)

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Purely pathwise probability-free Itô integral
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    title
    Purely pathwise probability-free Itô integral (English)
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    publication date
    6 October 2017
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    zbMATH DE Number
    6787815
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    zbMATH Keywords
    box-counting dimension
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    Itô integral
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    Itô's formula
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    pathwise integration
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    quadratic variation
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    author
    Vladimir Vovk
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    OpenAlex ID
    W2963059099
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    arXiv ID
    1512.01698
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