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- W4313001607 abstract "AbstractWe show, in an abstract framework, that the quadratic variation is stable by C 1 functions, and we express Itô formulae for C 2 functions of finite quadratic variation processes. We apply those formulae to semimartingales, and we illustrate a first approach to stochastic differential equations (driven by a forward or Itô integral). We also introduce the Lévy area between two processes by regularizations methods." @default.
- W4313001607 created "2023-01-05" @default.
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- W4313001607 date "2022-01-01" @default.
- W4313001607 modified "2023-10-16" @default.
- W4313001607 title "Stability of the Covariation and Itô’s Formula" @default.
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- W4313001607 doi "https://doi.org/10.1007/978-3-031-09446-0_6" @default.
- W4313001607 hasPublicationYear "2022" @default.
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