Matches in SemOpenAlex for { <https://semopenalex.org/work/W2963243695> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W2963243695 abstract "We extend some results about Follmer's pathwise It^o calculus that have only been derived for continuous paths to c`adl`ag paths with quadratic variation. We study some fundamental properties of pathwise It^o integrals with respect to c`adl`ag integrators, especially associativity and the integration by parts formula. Moreover, we study integral equations with respect to pathwise It^o integrals. We prove that some classes of integral equations, which can be explicitly solved in the usual stochastic calculus, can also be solved within the framework of Follmer's calculus." @default.
- W2963243695 created "2019-07-30" @default.
- W2963243695 creator A5077605780 @default.
- W2963243695 date "2017-10-16" @default.
- W2963243695 modified "2023-09-26" @default.
- W2963243695 title "Remarks on Follmer's pathwise It^o calculus" @default.
- W2963243695 doi "https://doi.org/10.48550/arxiv.1710.05541" @default.
- W2963243695 hasPublicationYear "2017" @default.
- W2963243695 type Work @default.
- W2963243695 sameAs 2963243695 @default.
- W2963243695 citedByCount "1" @default.
- W2963243695 countsByYear W29632436952018 @default.
- W2963243695 crossrefType "posted-content" @default.
- W2963243695 hasAuthorship W2963243695A5077605780 @default.
- W2963243695 hasBestOaLocation W29632436951 @default.
- W2963243695 hasConcept C105795698 @default.
- W2963243695 hasConcept C112401455 @default.
- W2963243695 hasConcept C118365987 @default.
- W2963243695 hasConcept C129844170 @default.
- W2963243695 hasConcept C134306372 @default.
- W2963243695 hasConcept C159423971 @default.
- W2963243695 hasConcept C199343813 @default.
- W2963243695 hasConcept C202444582 @default.
- W2963243695 hasConcept C2524010 @default.
- W2963243695 hasConcept C2777686260 @default.
- W2963243695 hasConcept C28826006 @default.
- W2963243695 hasConcept C33923547 @default.
- W2963243695 hasConcept C63331456 @default.
- W2963243695 hasConcept C71924100 @default.
- W2963243695 hasConcept C78045399 @default.
- W2963243695 hasConcept C84629840 @default.
- W2963243695 hasConcept C90087638 @default.
- W2963243695 hasConceptScore W2963243695C105795698 @default.
- W2963243695 hasConceptScore W2963243695C112401455 @default.
- W2963243695 hasConceptScore W2963243695C118365987 @default.
- W2963243695 hasConceptScore W2963243695C129844170 @default.
- W2963243695 hasConceptScore W2963243695C134306372 @default.
- W2963243695 hasConceptScore W2963243695C159423971 @default.
- W2963243695 hasConceptScore W2963243695C199343813 @default.
- W2963243695 hasConceptScore W2963243695C202444582 @default.
- W2963243695 hasConceptScore W2963243695C2524010 @default.
- W2963243695 hasConceptScore W2963243695C2777686260 @default.
- W2963243695 hasConceptScore W2963243695C28826006 @default.
- W2963243695 hasConceptScore W2963243695C33923547 @default.
- W2963243695 hasConceptScore W2963243695C63331456 @default.
- W2963243695 hasConceptScore W2963243695C71924100 @default.
- W2963243695 hasConceptScore W2963243695C78045399 @default.
- W2963243695 hasConceptScore W2963243695C84629840 @default.
- W2963243695 hasConceptScore W2963243695C90087638 @default.
- W2963243695 hasLocation W29632436951 @default.
- W2963243695 hasLocation W29632436952 @default.
- W2963243695 hasLocation W29632436953 @default.
- W2963243695 hasLocation W29632436954 @default.
- W2963243695 hasOpenAccess W2963243695 @default.
- W2963243695 hasPrimaryLocation W29632436951 @default.
- W2963243695 hasRelatedWork W1999877257 @default.
- W2963243695 hasRelatedWork W2034652451 @default.
- W2963243695 hasRelatedWork W2043897844 @default.
- W2963243695 hasRelatedWork W2060032448 @default.
- W2963243695 hasRelatedWork W2619453705 @default.
- W2963243695 hasRelatedWork W2765706045 @default.
- W2963243695 hasRelatedWork W2963243695 @default.
- W2963243695 hasRelatedWork W3100157572 @default.
- W2963243695 hasRelatedWork W1803361458 @default.
- W2963243695 hasRelatedWork W2186305898 @default.
- W2963243695 isParatext "false" @default.
- W2963243695 isRetracted "false" @default.
- W2963243695 magId "2963243695" @default.
- W2963243695 workType "article" @default.