Quadratic variation, p-variation and integration with applications to stock price modelling

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dc.creatorNorvaisa, Rimas
dc.date2001-08-13
dc.date.accessioned2026-07-07T04:42:57Z
dc.date.available2026-07-07T04:42:57Z
dc.descriptionThe paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutions having a quadratic variation. The result is applied to build up an asset pricing model. Also in the paper there are some results concerning an extension of the class of all semimartingales.
dc.description172 pages
dc.identifierhttps://arxiv.org/abs/math/0108090
dc.identifierhttp://arxiv.org/abs/math/0108090
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/62011
dc.subjectClassical Analysis and ODEs
dc.subjectProbability
dc.subject26A45
dc.titleQuadratic variation, p-variation and integration with applications to stock price modelling
dc.typetext

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