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Quadratic variation and quadratic roughness - MaRDI portal

Quadratic variation and quadratic roughness

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Publication:6321639

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DOI10.3150/22-BEJ1466zbMath1512.60033arXiv1907.03115MaRDI QIDQ6321639

Purba Das, Rama Cont

Publication date: 6 July 2019

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

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