Constructing functions with prescribed pathwise quadratic variation (Q281858)
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scientific article; zbMATH DE number 6579269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing functions with prescribed pathwise quadratic variation |
scientific article; zbMATH DE number 6579269 |
Statements
Constructing functions with prescribed pathwise quadratic variation (English)
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11 May 2016
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pathwise quadratic variation
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Föllmer integral
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pathwise Itō differential equation
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Doss-Sussman method
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diffusions
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support theorem
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nowhere differentiability
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