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ArticleGeneralized covariation for Banach space valued processes, Itô formula and applications

Cristina Di Girolami2014

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Generalized covariation for Banach space valued processes, Itô formula and applications

Cristina Di Girolami · Francesco Russo

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Advanced Banach Space Theory

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References

2006An introduction to stochastic partial differential equations 1997THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications)2001Mixed Fractional Brownian Motion 1993Forward, backward and symmetric stochastic integration 1981Calcul d'ito sans probabilites 2005On bifractional Brownian motion 1995The generalized covariation process and Ito formula 2000Stochastic calculus with respect to continuous finite quadratic variation processes

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2017Weak Dirichlet processes with jumps

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2013The covariation for Banach space valued processes and applicationsarticle · 8 shared references 2012GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSESarticle · 7 shared references 2007Nonsemimartingales: Stochastic differential equations and weak Dirichlet processesarticle · 7 shared references 2017Weak Dirichlet processes with jumpsarticle · 7 shared references 2007An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motionchapter · 6 shared references 2006Weak Dirichlet processes with a stochastic control perspectivearticle · 6 shared references

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Year2014

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Published2014-07-01

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Languageen

Citations20

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ShelfStochastic processes and financial applications

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doi10.18910/50813

openalex_workW2145004383

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