Elements of Stochastic Calculus via Regularisation

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This paper first summarizes the foundations of stochastic calculus via regularization and constructs through this procedure Itô and Stratonovich integrals. In the second part, a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlet processes.
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités

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Probability, 60H05; 60G44; 60G48

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http://salesiana.dossiersoluciones.com/handle/123456789/110129

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0603224
 http://arxiv.org/abs/math/0603224

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arXiv