Stochastic calculus with respect to continuous finite quadratic variation processes
type: Item
instance of: scholarly article
title: Stochastic calculus with respect to continuous finite quadratic variation processes
zbMATH Open document ID: 0981.60053
DOI: 10.1080/17442500008834244
author: Francesco Russo
author: Pierre Vallois
published in: Stochastics and Stochastic Reports
publication date: 2000-09-14T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 1506559
zbMATH Keywords: quadratic variation of a continuous process
zbMATH Keywords: regularization procedure
zbMATH Keywords: Gaussian processes
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/17442500008834244
OpenAlex ID: W1986974679
description: scientific article; zbMATH DE number 1506559